Does Mal'Ganis' status effect apply in the 'Lead from the front' brawl?
Solution 1:
Immunity doesn't interact with taunt in the way you think it does. According to the hearthstone wiki a unit (or hero) with taunt and immune would effectively only have the immune, i.e. taunt stops working while the immunity is in effect.
This makes sense for the reasons you've mentioned, make a taunt unit immune, call it a day. So combined with your experience, yes Mal'Ganis does make the hero immune, and then everything can attack your minions.