My molars are all deeply filled. dentist told me sometimes i have toothache because i'm stressed or immune system is down. does this make sense? why?

No sense!: While immune system protects your body from infections and other foreign bodies, deep fillings can cause you pain for a variety of reasons- close to tooth's nerve, your tooth is cracked, the decay from the original decay allowed bacterial infiltration into your tooth's pulp, etc... My suggestion is to get a second opinion from another dentist or an Endodontist. Good luck!

Bruxism? not immune : The health of your immune system plays no role on whether or not teeth that are heavily filled will/will not be sensitive. Your immune system & general health might play a role on whether or not a subclinical infection might become more acute & cause some discomfort/swelling/ pain. People who are stressed might clench or grind their teeth (bruxism) which can cause temporary pain. get 2nd opinion!

Teeth-grinding?: If this occurs only intermittently, I would suspect teeth-grinding especially while asleep as the likely cause. This happens more so with stress. Consult another dentist since what you were told makes no sense and has nothing to do with the immune system.

Clenching your jaw: If you're stressed to the point of clenching your jaw and grinding your teeth, you can develop tooth pain associated with the temporomandibular joint (TMJ). See an Orofacial Pain practitioner for evaluation. They are the experts in this field.