Interrupts happen immediately, whether you run an rtos or anything else. Hence the name - interrupt.
You can stop this behaviour by running code as a critical section (which basically disables interrupts for the duration of the critical section) but this has to be done explicitly in your code. Bear in mind different rtos's may use different terminology.
also, remember that interrupts have priorities, which allow interrupts to be interrupted by other interrupts of a higher priority.