the conclusion from the study linked by @gently basically says that it was once thought the immune system affected osteoclast, but this study demonstrated a reciprocal effect. That said, both Prolia and Evenity affect the immune system, These meds all work a little differently of course.

"Conclusion
In the last decade, remarkable advances have been made in understanding the interactions between the skeletal and the immune system under both physiological and pathological conditions. In particular, the influence of T cells on OCL formation and activation through complex cytokine interactions including TNFα and RANKL were thoroughly investigated and immune cells were shown to regulate bone cell differentiation and activity. Today however, these interactions are known to be reciprocal, increasing further, the interest for OCLs as immune cells.

Depending on the context, different OCLs are described to derive from distinct progenitor cells. Based on the numerous OCL precursors described, and on the recent identification of an iterative fusion of mature OCLs with circulating monocytic cells2 (38), the possibility of OCL heterogeneity is huge. Additionally, some precursor cells seem to differentiate much more easily than others depending on their context. The existence of heterogeneous OCL populations appears unsurprising when considering that OCL precursors, including MNs and DCs, have been described as phenotypically and functionally heterogeneous for many years. Thus, bone destruction does not rely only on an increase in OCL differentiation and function, but also on the recruitment of OCL subsets that differ from steady state OCLs.

These novel insights in the field of osteoimmunology open new exciting perspectives and emphasize that OCL function is not restricted to bone resorption but expanded to immune cell differentiation and immunomodulation. Based on these observations and according to their immune function, OCLs could act as key players and regulators of the bone immune status in steady state as well as during inflammatory processes and they should not anymore be regarded only as bone-resorbing cells. Therefore, relying only on bone resorption may not be sufficient to block inflammatory bone destruction. New specific anti-resorptive agents targeting inflammatory OCLs and the associated T cell interaction could provide a very novel effective strategy to control inflammatory bone loss and the bone environment without compromising physiological bone remodeling by steady state OCLs."