I don't think anyone can really say why immersion is important. It's one of those things you can only really understand once you've experienced it for yourself.
Personally speaking I find it important because it pulls me into a degree that I start to feel for that world. It's why I shed a tear when Dobby was killed in The Deathly Hallows. It's why I hammer the button, or the screen, at the end of The Walking Dead in an effort to get Lee to stand up as hard as I possibly could.
If I hadn't been immersed in those stories then I wouldn't have given a damn in either situation.
Personally speaking I find it important because it pulls me into a degree that I start to feel for that world. It's why I shed a tear when Dobby was killed in The Deathly Hallows. It's why I hammer the button, or the screen, at the end of The Walking Dead in an effort to get Lee to stand up as hard as I possibly could.
If I hadn't been immersed in those stories then I wouldn't have given a damn in either situation.