Have we? We haven't played max level WoW without flying since Vanilla/BC how could we possibly know? Saying it's not more immersive to most without flying is borderline lying IMO. Being in the world rather than above it is always more immersive.
For me personally the game is better without flying just because of the feel it gives. Knowing you can't take off at any second gives playing a completely different feel. It just feels more realistic.
- - - Updated - - -
Sure but they also don't have much to do yet. People do that now so there's no reason to blame no flight.