I'll tell you what kills immersion. Being in a completely established part of the world that apparently has a population so dumb that no one thought to draw a fucking map over the centuries.
I like the idea of limited maps, but no maps whatsoever is just silly. Unless we just crash landed on a new planet then it doesn't make any sense for a pretty developed world to not have been mapped out. I think this is where limited maps can add immersion for those that want it, but act like a guide to those who don't really care. Cities should be completely mapped and available to players. Same with areas surrounding the cities. As you get farther from the cities the maps get more vague, and in the most remote places of the world maybe have no maps, or VERY limited maps such as in dungeons, or extremely dangerous continents. Places like Kunark and Velious being good examples. Antonica should not be some great mystery.
All of that is probably moot though because the game will be fully mapped out in 100% detail and available on the internet before beta is even over heh.