He's talking about a lot of art in general. Immersion isn't just "is this like my world, does this thing mirror my world?", immersion is about creating something that engages with the audience constantly, where the audience is drawn into what's happening and wants to continue engagement with the art in question.
For some people immersion amounts to dialog and characterization, for others its the attention to detail and how deep someone could look into that world, mechanics and gameplay also tie into that. There isn't a piece of art on this planet that is engaging for every single living person.
For some Nathan Drake's actions aren't desirable for escapism, for others everything in Uncharted drives that feeling of escapism.