For immersion, I don't think MMO's are the best place to get that fix. It's impossible to avoid immersion breaking content because you have no control on whether another player drives by you in that FF15 car... The only thing you can do is try to role-play with other players and avoid crowds, but you can't even avoid the crowds while doing MSQ because the quests are all in the hubs.

For immersion, I look to single player games, or multiplayer games that are more of a controlled environment compared to most MMO's.