I am not a lawyer. None of the following should be construed as legal advice. I am a layman, and while I think I'm reasonably well-informed, these comments are merely my opinions. Also, these comments are intended to apply only to the U.S.
Your question said immune and since you put quotation marks around the word it's hard to know exactly what you meant by it. However, I think it's pretty difficult to say that you would be immune, in any sense, from what you state on the application.
So, suppose (hypothetically) that you did commit some crime, and you answered one of these questions positively in regard to that crime.
Could you be prosecuted based on these statements? By themselves (see aroth's nice answer on corpus delecti) probably not.
Could these statements be held against you in court? Sure, I see no reason why not. The fifth amendment allows you to refuse to answer questions that might incriminate yourself, but by answering the questions on the application, you would be doing so voluntarily, so it would be like signing a confession.
Could these statements prevent you from getting the job? Sure. They might or might not expose you to any criminal or civil liability, but the hiring manager or committee might simply use this information as part of their evaluation and decide not to hire you on that basis. I suspect most hiring managers would immediately rule out an admitted criminal, if only to cover their own backsides.
In summary, answering "yes" to any of these sorts of questions can probably be used against you in some fashion.
Now, why are these questions here, and why on earth would anyone answer "yes" to any of them? I doubt that anyone actually answers any of these questions positively, and I don't think whoever wrote the application expected anyone to answer positively either. However, supposing you did commit a crime, and you answered "no" to these questions. You've just lied on the application. I would expect that by signing the application you would be making a statement such as "the foregoing is true and correct to the best of my knowledge, etc." If it later came out that you had committed a crime, you could be fired on the basis of having lied on the application. In addition, if the application says "Under penalty of perjury, ..." you might also be prosecuted for having lied on the application.
This is similar to the reason the IRS has a line on the tax form where you are required to report income from illegal activities. This opens you to prosecution for tax evasion as well as for the illegal activity itself. For example, Al Capone was convicted for tax evasion, not for Prohibition violations or for various killings that occurred while he led his criminal organization.
(It seems like there ought to be a term for this kind of question, but I'm not aware of one. I'd love to be informed of one if there is.)