Honestly, I have studied all of the lore that I have come across. Some classes are drowning in immersion and some classes have only a touch.
I’ve found that most classes and sub-classes that have the least immersion are the ones that have entire expansions dedicated to them. Outside of that expansion, there’s next to nothing. The exception to these are your core classes: Shamans, Paladins, Warlocks, Priests.
But what about the Brewmaster? Is this just a joke-class for some? Is it considered to be a not-so-serious play on the popular RTS Brewmaster? Obviously Dwarves subscribe to the ideal, as do Pandaren, Orcs, and Humans, but still little exists. Maybe it’s hard to write into the story, or maybe its more exciting to watch the classic good-versus-evil battle.
I would love to see a big immersion niche installed for Brewmasters and Death Knights. For Brewmasters, having the ability to wear a Keg on your back, or carry one around, would be great. The ability to lean all of your abilities towards a brew-themed action would be great. And the ability to extend that with minor glyphs (or the equivalent in the expansion, given that glyphs will be gone), such as having the ability to make a brew that you toss at allies to give them buffs, or place down to give them a special drinking buff of some kind, things like that.
For Death Knights, see — in part — my Death Knight Rant. But also, what are Death Knights doing in the modern world? Are they just kind of existing? What would they do if the world was ever not in turmoil? I think it’s suggested in Legion that the new Lich King has a more positive and proactive role in the Death Knight story. But what makes them a hero class? I just don’t know.