Here's why:
* "Mist Body"'s effect prevents the equipped monster from being targeted by your opponent's card effects.
* This means your opponent cannot target the monster with attacks, card effects, or even select it as a target for a spell or trap.
* However, "Mist Body" does not prevent you from attacking with the equipped monster. You are free to attack with it, but your opponent cannot target it with their attacks.
In short: You have the option to attack with the equipped monster, but your opponent cannot force you to. They cannot target it with their attacks or effects.