Immersion, yes, but also haptics provide feedback.

Lots of games use it to tell you things, like when your health is low, when to time something, when you took damage vs blocked successfully, when you're close to a secret...

Used right, it's another sensory input channel in addition to sound and visuals.

One of the biggest genres that I use a controller for, because I consider KBM to be unplayable for it, is racing games. And there haptics are used to tell you TONS about what is happening in the game.

Yes very important. I miss it when it isn't there.

Some games don’t really use it in a meaningful way, others make it a key component of gameplay. Sometimes gimmicky, obviously. For example I tried Mario Galaxy on the Deck, there’s a puzzle that requires finding the right spot with the HD rumble. The Deck has the same kind of haptics, but it didn’t translate at all into something meaningful, so that one puzzle cannot be solved. Old school rumble is ok and nice, but modern devices (Steam Deck, Switch, PS5, something like last 10 years of iPhones, obviously the Steam Controller) have proper haptics and can really do weird things. Click on the trackpad of your Deck when it’s off. The click is faked with haptics, so there’s none when it’s off! Main problem is that both Microsoft and Nintendo are strikingly dumb, so Microsoft is still clinging to 30 year old tech with the classic rumble, and Nintendo has HD Rumble only on the real Switch… so developers can’t expect everything to have proper haptics, and fall back to rumble.

There are a lot of games where it is a crucial or at least very useful extra layer of feedback. Some games you cant tell whats happening without it. In many cases it adds to immersiveness for a lot of people. Both Nintendo and Sony have put a great deal of effort into their current gen haptics.

It's a big deal.

Not who you asked, but I find myself turning it off more often than not. I just never see it as adding much to my experience. I tend to notice it more as annoyance more than anything else.

Absolutely critical feature. I'm spoiled and cannot live without haptics.

Most people online seem to feel quite strongly about it.

I'm quite strongly against it. I was really happy that my Nintendo Switch Hori controller didn't have rumble, because then I didn't have to bother turning it off in every game.

But then again I'm odd with a lot of things. I see no difference between 60Hz refresh and 120 Hz. High end speakers mean nothing to me. Movies are all the same to me in 4K or high quality 1080p. High settings in games add nothing for me over medium graphical settings. It works out really well for me. I can buy cheap electronics that I really enjoy.