Then watch a movie. JRPGs' GM's have no interaction with their player. Baldur's Gate II, for example, had an epic plot and fantastic characters that is extremely well-presented. Being forced to kill your lover isn't immersive? Reincarnating the very man who tried to kill you isn't immersive?

I'm sorry, but JRPG's just can't do that very much . They're too hold-your-hand in stories. And while they can be very good, often times you aren't even IN the story. You can't be immersed into a story you have zero role in.