Yes there's a difference between atomic and immutable but Bazzite (and Fedora atomic which it is based on) is both atomic and immutable. Immutable means much of the system is normally read-only at runtime (the system libraries and software, but not your user software and home folder), and should only be modified under certain circumstances, if at all. In Fedora Atomic/Bazzite, updates to system software either 1) update the upstream system image, or 2) are "layered" by you on top of the base image. When a new package is layered, it is added to the system at startup.

Immutable doesn't truly mean immutable though, as you can switch the filesystem from readonly if you want to. It's just not recommended.

99% of the time though, you shouldn't need to layer any packages. The only packages I've ever needed to layer have been the codecs on fedora atomic that fedora isn't willing to package in its own repos for patent/legal reasons. Bazzite has all of these by default. So on my bazzite PC, I've not had to modify the base system at all for any gaming, office, creative, or coding activities I've done.