The creation of imaginary worlds has been the focus of philosophical discourse and artistic practice for millennia. Humans have long evolved to use media and imagination to express their inner worlds outwardly via artistic practice. As a fundamental factor of fantasy world-building, the imagination can produce novel objects, virtual sensations, and unique stories related to previously unlived experiences. The expression of the imagination often takes a narrative form that applies some medium to facilitate communication, for example, books, statues, music, or paintings. These virtual realities are expressed and communicated via multiple multimedia immersive technologies, stimulating modern audiences via their combined Aristotelian senses. Incorporating interactive graphic, auditory, and haptic narrative elements in extended reality (XR) permits artists to express their imaginative intentions with visceral accuracy. However, these technologies are constantly in flux, and the precise role of multimodality has yet to be fully explored. Thus, this contribution to Feeling the Future—Haptic Audio explores the potential of novel multimodal technology to communicate artistic expression via an immersive virtual reality (VR) volumetric music video. We compare user experiences of our affordable volumetric video (VV) production to more expensive commercial VR music videos. Our research also inspects audio–tactile interactions in the auditory experience of immersive music videos, where both auditory and haptic channels receive vibrations during the imaginative virtual performance. This multimodal interaction is then analyzed from the audience’s perspective to capture the user’s experiences and examine the impact of this form of haptic feedback in practice via applied human–computer interaction (HCI) evaluation practices. Our results demonstrate the application of haptics in contemporary music consumption practices, discussing how they affect audience experiences regarding functionality, usability, and the perceived quality of a musical performance.