PDX is a double edged sword. Human tumors are engrafted into mice with no immune system. Immune-cancer interface is incredibly important, yet completely lacking in these models. Consider that some of the greatest cancer drugs ever work specifically on the immune system (e.g. checkpoint inhibitors like Keytruda).
A drug that works even without help from the immune system seems like it might be even better. It's hard to imagine how the immune system might interfere, since it doesn't interfere with other drugs.