Race for the Galaxy is super fast paced (games last for 15 minutes?) so I don’t know about immersion, but the AI is a really cool opponent. It also has quite a steep learning curve (the tutorial is serviceable, but I always deplored there wasn’t an in-game card library to peruse).
There is Eclipse which was supposed to be a Space Opera thing, but I think that one had AI issues if I recall… But it seems to be gone from the store?
Sentinels of the Multiverse is meant for single player (although there is online multiplayer support) has ton of contents, and while it’s good as a strategy game, it becomes incredible if you get invested into its lore (I dislike comics, but I thoroughly enjoyed the lore of that game). It’s also quite expensive: 50 bucks for the two season packs (the base game features only a fraction of the overall available content).
Edit: I should add that is has no in-game goal worth speaking of, so the only challenge is the one you build for yourself. It’s the KSP of board games!
Pathfinder Adventures is very absorbing and a nifty dice and card games and is single player. Even though I have had my issues with it (I ran repeatedly into glitches), it is a crazy addicting game.