Less sophisticated, perhaps (I guess it depends on what you mean by sophisticated narrative), but certainly no less immersive. When I play Galaxy I am Mario in this trippy world in which nothing needs to make sense. Surreal and abstract - each bite-sized chunk draws me in completely. There's something so refreshing and involving about a game that simply celebrates playing.
I agree entirely about being drawn in to it and to me it feels fantastic to just get out there and soak up each trippy level one of the other without any great cause or story concerns, but the story is not driving the gameplay forward in Mario and thus becomes a side issue to the game. To clarify its not the game world I feel is less immersive but the story and characters behind it.
But thats fine as Mario really doesn't need that as the gameplay and ideas it throws at you are unrivaled imo.
You can however certainly see that there is an effort being made with Galaxy to tell a deeper story than they have before in the franchise and I think that will continue to happen.
Some people want that blockbuster film experience from gaming and others of us prefer the tactile feedback of the game mechanics and the madder possibilities that gaming can provide. Personal taste makes the nominations all the more interesting does it not?
I wouldn't 'knock' Mario as I think its the very best of this years games, its just a discussion of how tastes are evolving with in gaming.