Those collections are more like copy-on-write than actual immutable. System.Collections.Frozen is the real thing.

Isn't Frozen something you do to a set or dictionary to say, I'm not going to add any more values, please give me a version of this which is optimized for lookup only?

I do a lot of .NET programming, and I've never seen them getting used. :O

Roslyn, the C#/VB compiler, uses them extensively, but in other code they're indeed quite rare.