That got me thinking and I was wondering if anyone here speculated about the possible theories behind the bishop's immunity to the Warlord before.
The bishop's immunity to the warlord doesn't seem surprising to me. I'm not sure whether Citadels is supposed to be set in the middle ages or some fantasy/alternative history version of the middle ages. My assumption (based on the FFG edition art) is that it's an alternative middle ages with some minor fantasy elements.
In the middle ages the church was powerful so people wouldn't have wanted to upset them. Most people would have been at least superficially religious and wouldn't have wanted to upset a bishop either due to fear of earthly consequences or consequences in the afterlife (excommunication, damnation, loss of influence). Presumably the assassin & thief don't fear such things. It doesn't really explain why the other rank 5 characters don't have protection from rank 8, but theme only goes so far...