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Simulation can be employed as an interactive computer game to enable game-based learning. Educational simulations can also be combined with immersive technologies such as virtual reality (VR) to enhance student engagement and learning. While recent years have seen significant growth in the use of immersive technologies in education, the role and contribution of the additional immersion offered by VR still needs to be explored. This paper aims to address this gap by comparing low- and high-immersion modes for a simulation game to familiarize students with the fundamental concepts of mathematical optimization. The game resembles performing a heuristic search on the solution space for an optimization problem and involves finding the highest peak in an arctic landscape. Our research experiments include three groups of students who play the game either in VR, desktop mode, or PowerPoint slides. Our statistical comparisons show that VR enhanced students' sense of presence and learning.