I thought Warding Grace made you Immune to Status

[Reisbig2009]

I am attempting to complete unveiling a riven that requires me to get seven consecutive headshots, in Archwing, on the Plains without getting a status proc. Using the Amesha made sense because Warding Grace is supposed to grant immunity to status. However, it keeps resetting the riven challenge every time I am afflicted with status WHILE Warding Grace is active. I am not sure why this is happening, but it contradicts the explanation of how the ability works.