A live performance "immerses" you and frees you up to move around the room, the dance floor and still be immersed ...
Your statement reveals you have very limited experience with live music performances. You might be surprised to learn that many of the sonically best music venues have no dance floor at all.
I agree with cleed’s response above.
I don’t necessarily prefer a live performance, especially if the sound system sucks or I have a bad seat. If the sound system is monophonic, I’d rather hear a good stereo recording of that performance.
With a good stereo recording with natural ambience, my system can reproduce three dimensions of the performance, and that’s "immersive" enough for a lot of music. However, I do enjoy having sounds come from various directions, whether it’s through a multichannel system or creative use of out-of-phase sounds, like Eddie Kramer employed on Electric Ladyland. Also, getting immersed in music may depend as much on the listener’s state of mind as it does on the gear.