Invisible barriers and linear progression kills immersion faster than anything else.
Not really. Big chunk of BG2 is linear. BG1 uses leveling to lead players into a fairly linear progression, on top of pointing them into intended direction via quests. It's not really about how linear/open the game is, but how it is presented. It all comes down to how well (if at all) structure of the game is hidden. Some games try to be immersive but use to obvious ways of confining the player. Some games don't try to be immersive in the first place. Some games are open, but everything is so irrelevant the game feels shallow and unengaging, and as the result unimmersive.
The trick is for you to be engaged enough with the game, as to not think how artificial it is. You not being able to go, or do what you expected to be able to do is one such factor that can bring you out of the experience, but it's just one of many.
