Basically, you can think of there being two parts of the immune system that are wiped out before the transplant - the stem cell part, which is the starting material to make the immune system, and the "memory" immune part, which are the cells that "remember" your past infections and vaccines. The person getting the transplant only gets the stem cells, so they don't have any of the "memory" part. Luckily, the new stem cells can re-make the whole immune system, but you need to re-teach the new stem cells (get new vaccines).