All of the Bethesda titles are wonderfully immersive (category 3). I still happily play Daggerfall for hours sometimes, and never feel "let down" by much.
But Bethesda titles are also MASSIVELY BIGGA-HUGE. From a technical and gameplay perspective, this is an equally massive challenge to overcome. I would say that most of the "immersion-breaking" aspects of any Beth title are bugs, over-simplified mechanics, or features that were glossed over in certain areas. Considering the sheer scope of the games, it's a small miracle they ever wind up becoming as polished as they are!
I remember having such a feeling of disappointment when first playing Oblivion and discovering you could not join the Imperial Legion. A war against bloody Daedra, and I personally saved the heir-apparent, and I can't join the friggin' army!? This was a huge oversight, in my eyes, and really smashed the immersion for me over the first few hours. But later, I came to understand: something had to go. They even excused it by saying that few Blades ever receive the honor of serving openly in the Legion. An odd choice...probably a missed opportunity...but look at the rest of the game. Even though it's my least favorite Beth title to date, it's still pretty dang incredible.
The comparison to The Witcher 3 (which I have played and absolutely love, by the way) is kind of a bad comparison for numerous reasons. Geralt is a pre-established character, greatly limiting the scope and approach to the gameplay. This also allows for the cinematic approach to cutscenes and focused character development (not possible with the Bethesda approach). Mission structure and world design -- along with a tremendous number of bugs, glitches, broken mechanics -- are basically the same as any Bethesda title. (They have much better writers. That helps, especially with side-quests.)
TL; DR
Beth games often break immersion because they're so massive, and there's no way you can include this much and capture every single minor detail. We can't have everything. People will often encounter a specific thing that's important to them and be disappointed. Consider all the stuff that is there. (I'm not saying it shouldn't be fixed once discovered, but give the devs a bit of a break. It's not like they're trying to create bugs and non-immersive elements.)
TW3 is kind of a bad comparison because it's a much more linear approach to character, plot, and theme. Of course it "gels" better -- there's not as much there. Plus, Wild Hunt suffers from just as many immersion-breaking bugs, glitches, and mechanical issues as any Beth title.