A few years late to playing it, but I picked up Red Dead Redemption 2 in the Steam sale and beyond looking gorgeous there's a lot of things in the game that add to immersion. Even little things like needing to cock the hammer of my single action revolver between each shot adds to it.

MSFS was also really impressive playing it in VR mode and actually being able to look around the cockpit of the planes. Star Wars Squadrons was also equally as awesome giving you the feeling of actually sitting in the cockpit of an X-Wing.

Well done VR games in general are kind of just next level. Hot Dogs, Horseshoes, & Hand Grenades is a great game for guns and just plinking on a range.