I do feel bad for medical mice, especially things like SCID Mice https://en.wikipedia.org/wiki/Severe_combined_immunodeficien..., which are basically only born to be infected with something, and then die. Even more so in a recent case of academic fraud I've seen involving cancer testing, where the data was obviously faked, but mice still died for the data.

But yes, it's hard to test immune responses without hurting a living animal, since you'd have to somehow have a non-alive immune system to test on otherwise