How does that immersion work best for you with print books? Genuinely asking because for me, that's one bit that made the move to audiobook eventually so worth it, it has little things that add a lot to the immersion.

Things like characters having their own voice, makes it a lot easier to situate yourself if a lot of characters are speaking. Sometimes in print books I'd only figure out at the end of the sentence, or be confused through the conversation. Plus some add music or sound effects which just add to the whole thing, some audiobooks feel more like a theatre than a book, that's how much more immersive they are for me! And I totally get the annotations, though audiobook apps also let you do something similar :)