I don't agree.... Skyrim is indeed a fantasy setting...But a fantasy world must be stay loyal to his setting with that i don't mean everyone must be lore friendly with their mod setup some people likes to fill skyrim with things out of context and lore and i don't have nothing wrong with that....
Immersion comes at least for me... when a world is believable enough to make me feel inside of it.... Morrowind to me was very immersive..Becauce the ammount of lore,politic,religion,fauna,Myth and Legends,flora,drugs was really overwhelming....Some people dislike the word immersion claiming "meh is a fantasy game..." i'd like to quote a phrase one of the skywind team told to another user....
"What if tolkien decided is just a children book it does not need language politic structure or culture...can you see now is what add depth"
I personally add things lore friendly and i still love to spice of my game with it... I dislike anime stuff.. futas... skimpy armor and stuff like that.. because simply don't belong to the setting.....
Is like put link in a terminator movie... Completely out of context