I see where you're coming from. My perspective on the matter though I'd that if I don't have resourced I need because collecting those resources is tedious, thats not fun or interesting, it's frustrating, because to me it feels like I should have them. They were available for me to get but I left them behind. So either I was dumb for leaving important resourced, or the game is dumb for making getting those resources tedious. It's not an interesting choice for me, it's a question of "have everything I need" or "avoid the tedious task I have to do to get what I need." And as for immersion, the result for me is that I'm not immersed because I'm too busy being annoyed and wishing I could get to the fun part.
As for the difference you mention between your paladin and your rogue, this is probably just a me thing, but I just tend not to think things like that really "count" as role-playing if they're not connected to dialogue somehow. In my head my character isn't actually going through everything, they're just going to their destination and maybe occasionally doing necessary foraging. Unless the characters or story directly reference me doing that as part of the section I'm in.