l2cheeseImmortals can actually be warped in because it is already integrated in the game hence you can see the available warp animation for the immortal, but Blizzard only removed the command card (the icon you click on to build a Zealot, or Sentry etc…). The hack just simply sends a command to the Blizzard servers saying “warp Immortals”.
Here's an explanation of the Immortal Warpgate hack: