There is a emotional example of immersion for my (red dead redemption spoiler a head), when I start playing red dead redemption I already knew how the game would end (you die and the shitty character reach happiness), but the game was made for me to care, not at the beginning because every character at the beginning was made to be disliked while the main character was placed in a gray area. But its at the end, because in there the game shows you the family of the main character, it shows you they are a good and nice family, and after all the shitty character you have been forced to see this makes you happy for a while, but then you are faced with the obvious ending you already predicted at the beginning of the game, and when they kill what you liked is when you create a emotional immersion. The final revenge feels as yours as from the main character, you know where to go, you know you will not stop, and you know nothing else matter. Then you get the final revenge and what do you feel? emptiness.
Yes, I don't believe that everyone who played that part felt as I did, but when I felt it, it was beautifully and I understood it was intended that way.
If you ask "How did you knew the game would end that game?" the answer is simple, the main character was complete at the beginning (he doesn't evolve, he doesn't need to evolve), which mean he would die eventually (as you have no room for change, then you are destined to die. cruel rule of characters in story), while the secondary character were mostly oblivious to anything else and only care to their own happiness (those characters die or reach happiness, as your character already is gonna die, those are made to success), and also any enneatype on the story was placed to reach the cruel ending of dead (of course, the beautiful twist was the ending).