For me at least, the quality of immersion is different. It's a different sort of immersion. In a game with a good story (Last of Us, let's say), I'm very engaged with the characters and the story. I care about Joel and Ellie, and I want to see what happens next. I'm immersed in that sense. But with RPGs (I think of Fallout, Skyrim, or Mass Effect), I'm immersed in the world itself, and I feel myself a part of the world. It's a different type of immersion. It's not so much about immersion in the story as about immersion in the world.
What you say!? You do not enjoy games exactly the same way I do? We must kung-fu fight!
But yeah, I see what you're saying. I often end up not getting immersed in the open world type games because it all too frequently seems more like a bunch of random generic things to do - oh, look, another dungeon to raid, more planets to ride the Mako on and do mostly the same things we did on the last several planets, etc. Now, to be fair, with Mass Effect, there were often fun little sidequests that seemed somewhat distinct in those areas, and I imagine that there may have also been some with Fallout / Skyrim, but it ended up feeling like a chore trying to go around and clear out the map. Even if I enjoy the world, it's often not enough to keep its hooks in me - something like Elite Dangerous, for example, I played a f***ton of for a couple of months but then I don't think I've intentionally started it up for a whole lot longer than that now.