Pet immune detectors do work, provided they are installed within the scope of their instructions and design criteria.
First, pet "immune" is a misnomer for how these detectors work as well as tolerate the presence of a pet within the protected area.
Usually there are two types of pet "immune" detectors. The first type, a passive infrared "PIR", ignores animals up to a certain weight, which is generally more a function of mass of the animal, as well as size and location. These units are usually the cheapest to purchase, as well as the least tolerant to animals. Commonly they will ignore a single small animal, such as a single cat or small dog.
The second, a dual technology, or "active" is usually more tolerant and resistant to animal caused false alarms. They require, what are essentially two detectors, to be triggered in a manner determined by the manufacturer, to generate an alarm condition. These units can usually ignore a good-sized animal or multiple small animals without generating an alarm condition.
Also, keep in mind; many of these detectors can't be installed in the same locations and manners as the standard, non-pet immune units, such as in foyers and in locations animals can climb. They may also have minimum distance from animal requirements.
Some may have no adjustments out of the box, while others require an extensive testing and masking session prior to operation. Usually, the install would need to be designed for a particular unit, rather than a retrofit, as coverage patterns and restrictions should be considered prior to installing any pet immune unit.
Generally speaking, if you have multiple dogs, a large dog, or active cats/kittens, a pet immune motion may not be for your install. The majority of the successes these units generate are driven by installation experience and common sense based on the installer's past job experiences.
By no means, consider these units to be a silver bullet for your install, but also don't rule them out, because when properly spec'ed out, installed, and adjusted, they will provide a good solution for many people and many installs.