Interestingly, the Dive Training magazine (the issue with a dorky family shot on the cover) mentions a study of 30 divers that supposedly demonstrated that divers with higher blood cholesterol levels were more "bubble prone".
Re the innate immune system, I seriously doubt it can be triggered by bubbles since the innate response requires some biomaterial. For example, large double-stranded RNA, like yeast RNA or the synthetic poly (I)/poly (C) duplex are good inducers, most likely, because they resemble viral RNA.