AFAIK the importance of the proteasome for the immune system has already been established quite a while ago. If I understand it correctly this new research digs deeper into the processes in the proteasome as "the cellular mechanisms underlying [the generation of antimicrobal peptides] are not fully understood" (Quote from the actual research paper). So this new research fills a knowledge gap and is thus very valuable, but - no - the scientists do not claim to have "discovered a new part of the immune system". That's just hyperbole for the sake of generating clicks for the article.