Of course exposure to a disease will make your body more able to deal with that particular disease. The question is whether it will make your immune system stronger in general like your muscles, or whether it tends to be depleted like your blood sugar. In general because you immune system has a finite memory for diseases and because diseases tend to mutate faster when infecting larger number of people its more like the later.

The position put forward in the BMJ paper is, as per your comment,

  >  In general because your immune system has a finite memory for diseases and because

  SARS-CoV-2 is linked to “an unusually high level of ‘indiscriminate’ killing of T cells,”6 says Leitner, adding that this observation is “reminiscent of” measles, which can cause immune amnesia by depleting memory B cells (a different type of immune cell), leaving people vulnerable to pathogens they were previously immune to.

  Brazilian researchers found that covid-19 triggered a sharp rise in T cell exhaustion and cellular ageing.10 Although the comparator group was limited, the strongest effects were seen in CD8+ T cells, which suppress latent viruses such as EBV and VZV. These effects were seen even after mild infections.

  > diseases tend to mutate faster when infecting larger number of people

  > its more like the latter.