When I play the video game sure its for fun because I want to be wrapped up in the story and be taken on an adventure, its like when you see a film, you want to see something you'll get pulled into, but if you kept seeing wires or greenscreens or subtitles popped up because they didnt finish voicing you'd be pretty fucking annoying and it would "break immersion" because you would be to busy thinking "woah cant believe this film still has props lying around and a camera man stood behind Thor".

When a game becomes annoying and difficult to play and you're constantly reminded its just a game that is breaking immersion.