"immature" in this context means "not fully differentiated." aka an immature cell could still turn into another kind of cell before it dies. osteoclasts are not immature bone cells. they have gone as far as they can go. osteoblasts on the other hand still have the capacity to mature further into osteocytes.
any time you see "-blast" as a suffix on a cell name, you can assume it means a relatively immature type of cell.