Because power and legal liability are different. He can order a political opponent thrown in prison without cause. He does not have the power to do so, so that person would be freed by a court. Due to the immunity ruling, he is not liable for those actions now or after he leaves office unless he is impeached/convicted.

The extremely vague guidance was in part because SCOTUS only tries to rule on what is in front of them and also because they want any immunity decision to go through them.