What do I mean? Well, Victoria - the first voice you hear has an Australian/New Zealand accent! That says 1700-1800 and the New World to me, not the Roman Era in Europe, etc. 2000+ years ago!
Then there's your ship/fleet captain saying "cannot move" at the end of it's range instead of something like "wind has left the sails Sir" or something. Also, the End Turn hourglass, rather than End Year, also the animations of your army crossing the landscape rather than the "planning board" graphics of the previous games.
Most are small things, but in Total War I have got used to perfection being normal! To me, Victoria especially should definitely have had an Italian accent or a neutral accent, not "New Worldish".
Anyway, as we play more of the game, this can be a thread for how Immersive or not Immersive RTW has been for you compared to other Total War titles or generally amongst all strategy games. Whether generally or in specific parts. (Ie. Marrying off daughter to other Kings in previous Total War games, versus how RTW handles it.)