Immersion for me is a captivating story, Relatable or interesting characters, The world also plays a very important role to me.
Cyberpunk nails this in every department but games like Rimworld can also be very immersive in a different way that only graphics do not provide. I think its a very subjective and personal thing some games are more immersive than others and that can differ person to person.
Good training for your wrist