Sorry you have a UTI, Eric.
I would suspect the UTI is due to not empting your bladder completely (urine retention) which can be common for those with this disease. Getting a Urinary Tract Infection is not due to a weak immune system. If you are retaining urine then bacteria collects causing a UTI.
Those of us with MS do not have a weakened immune system but rather, a compromised (confused) immune system (MS attacks the Central Nervous System).
Don't lose heart, once the UTI clears up the leaking and urgency should improve. Leaking and urgency can be symptoms of the UTI.
Take care