I do recall there was a Russian-made immersive sim. Atomic Heart. Reviews were very mixed on it.
My personal opinion of Atomic Heart is very mixed. It has some really good points, real talent and thought has gone into the game, and at it's best it's fantastically good. But on the other hand, it has strange design decisions that really harm the game, it's often frustrating, and most damning (for me) is that after completing it, I've never gone back to replay it, and I'm someone who really loves replaying games that I like.
I won't post any spoilers, but the game isn't really an immersive sim, from what I remember, but a first person shooter with gadgety magic/science fiction powers, definitely more Bioshock-ish than System-Shock 2-ish. The game starts very atmospherically, then soon devolves into a fairly formulaic corridor first person shooter, which only occasionally remembers that there is supposed to be a story. The game is usually beautiful to look at, but has problems with difficulty spikes (certain enemies respawn much too fast, and it's possible to end up in an unwinnable battle due to too many respawning enemies), the semi-open world left me wondering if I'd missed any important locations (travelling through the world can easily lead you to the afore mentioned unwinnable battle areas), the in-game puzzles were often frustrating and with no traces of enjoyment, and there were some strange design choices made to the gameplay. And the story becomes very surreal at times, which does harm the immersion. But at times the game does grab you, and immerse you in a fun and interesting journey through this alternative history, where robots are commonplace and have turned on their masters.
Plus, I bought and played it on release (on the XBox One), and have never gone back to it, so perhaps some or all of the gameplay problems (difficulty spikes, the feeling of not knowing what to do next, the feeling of disconnect between different sections of the game, etc) have been patched out in the meantime. If you want an interesting science-fiction first person shooter, then you might like this, but don't buy it thinking it's an immersive sim.