CCFA may no longer call it an autoimmune disease, but 3 paragraphs down it explains the "abnormal response by the body's immune system." I believe the latest thinking is that it is a combination of an infectious agent (that may be different depending on the patient) and a genetic predispositions for an out of control immune response that causes inflammation which causes damage, etc.
Drugs that target out immune response are working very well for a large section of CD patients but not everyone.
So, I believe they still don't know, and it may be likely that cause and treatment will be different for different subsets of Cder's.
Anyway, as far as being more likely to get a cold? Probably doesn't make any difference, but as other posters have mentioned, the medications to suppress your immune response may make you more susceptible. Personally, I rarely get colds, my immune system is pretty strong otherwise, although I shouldn't have said that because now I'll get a cold.