I don't agree with managers criticising players openly either - that's for us to do! However, if we've seen the same interview, JB says at one point that he takes responsibility for the defensive issues and that it's down to him to sort it out, so I really don't get the point about him suggesting he's beyond criticism.
Just listened back to the interview on iPlayer and on 37 mins in reply to Tim asking if Lee Burge should come for more crosses JB said “I don’t put any blame on him there” and goes on to say “no way am I, no chance, not on Burgey, and please don’t suggest it, definitely not”. So beyond criticism seems a reasonable interpretation to me.