Can someone also answer as an addition to this question about Rhodes, is it the same situation?

The Order of St John (the Hospitallers) was not a vassal of the Holy Roman Empire, even though it held lands in Germany and the Low Countries. By papal decree the Hospitallers, like the other international military orders of the Teutonic Knights and Templars, were formally independent of all secular jurisdiction. The only earthly authority the Hospitallers were to answer to was the Pope. Of course, in practice secular rulers were able to exert pressure on the Order or its members but, officially and legally, the Hospital was independent, that is, until moving to Malta.

Malta was held in fiefdom and as this was the headquarters of the Hospitallers from 1530 to 1798, it could be argued that technically the Order lost its independence then (though this wasn't the case in practice). When Malta was given to the Hospitallers in 1530 it was to be held as a fief from the Holy Roman Emperor Charles V but this was in his capacity as king of Spain rather than emperor. The donation charter stated that Malta was to be held as a fief of the kingdom of Sicily, with the Hospitallers giving the king of Sicily a falcon each year as a sort of pittance rent, a rent to establish feudal tenure but not at any great cost to the tenant. Among his many titles Charles was also king of Sicily, which had passed to the kingdom of Aragon in the 1280s and therefore to Spain when Castille and Aragon were unified. Therefore the island was not formally part of the Holy Roman Empire, but was held from the emperor until Charles' death in 1558. Successive emperors were not also kings of Spain and so this loose link with the Holy Roman Empire was broken after Charles died.

Sources:

Codice diplomatico del sacro militare ordine Gerosolimitano oggi di Malta, 2 vols (1733-7), ii, pp. 194-7. (The 1530 donation charter)

Helen Nicholson, The Knights Hospitaller (Woodbridge, 2001).