Interacting with virtual agents in immersive settings is becoming increasingly common thanks to the proliferation of dedicated media devices, such as consumer-grade virtual and augmented reality headsets. These technologies offer many advantages, e.g., in terms of presence and engagement, and can impact user behavior and attitudes toward virtual agents. Recognizing and understanding these effects is essential, especially in critical contexts involving the delegation of high-stake decisions to virtual agents. This article presents two experiments that explore users’ delegatory behavior toward virtual agents experienced via different media devices that vary in their technological immersion, i.e., a device’s technical capacity to deliver immersive experiences. The experiments’ results suggest that technological immersion is not a significant factor in users’ delegation decisions. Thus, for virtual agents designed to carry out critical tasks, developers may focus on other relevant factors, such as agents’ trustworthiness or performance.