https://github.com/augustoicaro/Immersed-Linux-Virtual-Monit...

>If you're reading this, you're likely in the same boat as me. You've discovered that Immersed can create virtual monitors for Windows and Mac, but on Linux, this feature is marked as "unsupported" on X11. This means you can't create virtual monitors directly through the Immersed agent. For now, the known workaround is to manually set up virtual monitors. If you use Wayland, now immersed offer support for native virtual displays on the Immersed agent on gnome Wayland. You can access this options in Immersed client menu -> Setting -> Configure virtual displays. Other Wayland DE/Compositors are not supported, but there are ways to create virtual monitors manually as we do on X11, please check the linux-help channel in the Discord server for more info.

Basically immersed vr doesn't support X11 windows, it only supports X11 screens, which means you would have to create a new screen manually for each window.