I think a lot of the immersion with the world of FFXI came from prolonged activities, like camping NM's for 12+ hours at a time, or waiting for a group for 3 days. You don't want to log out because you've already invested so much time that leaving now would be a waste, so you don't have the same "freedom" to just log out like you do in FF14- which effectively feels like a lack of immersion when you can just leave. Same goes for community, XI felt like it had great community because you couldn't do much besides chat with people while you were on your 6th coffee waiting for Kreutzet or a party.