I think you may be overthinking it a bit. I explained what I meant and provided a couple of examples of what I meant but I won't nag everyone ITT for how they chose to interpret it, however you think you should answer is fine with me, I just want to hear other people's stories.
In this case:
1- One example is from playing Stalker Call of Pripyat, its at the start of the game and there was a moment where to factions where making a deal and things go wrong so a shooting happens, then after it ended i sat there soaking atmosphere, a storm happened, it was frightening and epic at the same time.
2- Amnesia TDD: the moment i was in the storage, very dark place, incredibly tense and terrifying atmosphere, i remember running to the last door past the monster, one of them hit me, literally my heart almost dropped, it was one of the most terrifying moments in any horror games for me, luckily i escaped but my screen was red, as in i was wounded, but that place was like a nightmare and boy it did deliver.
3- Dishonored: Overseer mission, first time i arrive at Dunwall as an assassin, nighttime and rain, soaked a lot of atmosphere, it was at that moment i knew im in for a very special experience.
4- Bloodborne: Forbidden Woods, as if Yharnam isn't impressive and atmospheric enough, just as i left for the wood, a scary place at the time, near the bridge, very immersive, i felt im living a nightmare there, the WTF moment where it connects to the clinic was one of the best moments in the game for me, the alien like creatures and the atmosphere of the woods are the best thing about it.
5- Skyrim: a moment near Solitude, finished a quest for the trader company, i remember climbing at the highest point of the ship and soaking the atmosphere, pretty immersive moment for me, it was raining in the game and had a good ambient music, i think i love it when it rains in games lol. Also the first time i hit the Auriel's Bow into the sun, blocking it and turning the sky into a blood moon, was something memorable.
6- Witcher 3: After the gwent tournament quest, i banged Sasha and Geralt wakes up in that room, a dim lit place, rain outside, you hear the raindrops on the window, with light on the street outside, music was turned off for some reason, i just stood there for literally 10 minutes, same thing happened in Toussaint, the quest for Anna, search for the golden egg, you get it from the lake, around evening time, the people of Beauclaire are celebrating a holiday or something, you see all the lighs in the lake, everyone is partying, good background ambience, very immersive moment, i dont think im going to forget the image.
7- RDR2: First time in chapter 2, i sit at the camp and drink coffee and admire the view, i did the same in chapter 3 too, sadly after Chapter 4 games goes downhill, this is why i kept a save file from chapter 2.
8- Hitman: Sapienza: Politician mission: You get there and someone is singing a song in Italian, the weather is nice, its evening time which is my favorite, Agent 47 blends in, i legit stood there until all the songs ended, like 10-15 minutes, soaking in all the atmosphere, i forgot about the game for a moment, great moment.
9- Elden Ring: first time i arrived at the Volcano, pretty good change, i got teleported there, a red mansion, a hellish one, i just thought im into this weird place and i loved it.
10- Kingdom Come Deliverance: Walking through the forest at night or at day, doesnt matter, its very immersive, you gotta try it to understand.
There is many more, i may come back later.