I've found an interesting article about the immersion in Fallout 4. The author compares the immersion he experienced in Fallout 3 to the first impression and expectations of Fallout 4. For him Fallout 4 raises the bar and puts Fallout 3 retrospectively in a bad light:
"See, in comparison to Fallout 4’s Boston-set Commonwealth, Fallout 3’s wasted Washington no longer feels like the rich, expansive, living world I thought it was at the time. In comparison to Fallout 4, it now feels like a sterile, miniature lansdscape made of cardboard and stickytape.
Fallout 3’s scale, scope, and brilliant, surprising tonal variety make it an undeniably immersive cumulative experience, but the moment-to-moment stuff? It all feels a bit robotic, a mechanical means to a more enjoyable, holistic end. So far, Fallout 4 does not feel like that at all.
All the usual new-gen upgrades are present and correct of course; grander scale and increased graphical fidelity are to be expected. But what really hits me between the eyes with a big bolt of excitement is everything in between."