All MMO's have little to no sense of immersion that's just how they are by nature. I mean in every MMO you are this great hero and a special snowflake yet in every location you go for quests there are a million other people doing the same thing. There are people in game trolling each other and so on. Outside of a RP how do you find immersion in anything? This is not a single player RPG where the experience only needs to be tailored to one person playing the game on their own where programmed choices become possible. Some choices would just break the entire storyline like when Gaius asks you to join him you only have the option to tell him where to stick it. If you joined him the game would end. If the bad guys started their plot and tried to take down everyone but you kill them all with your super powers that ends the story. The reason they don't give you options is because the story just does not flow if you can break it. What would be the point of anything if you could just beat everyone up who came in the room to pin you with the death of Nanamo and then come and beat everyone else up? What does the story get out of that?
If you can already take down the threat there is none. There is no reason to go to Ishgard. There is no reason for them to open their gates to you and help you. The enemies need to be built as a legit threat before we take them down. And to the people saying "I took down a primal" etc we never did those things alone we went in with a team of powerful hand picked adventurers even the story acknowledges that they just change you to the team leader. Various Scions are also involved in that. You did nothing alone in the story.