For me, I find FPSs feel more immersive than any other game type - that is, if I'm looking for a simulation of a relatable human experience, like interacting with an environment, then FPSs are the way to go - the First person part is the key element there.
S.T.A.L.K.E.R games are my favourite games in general, and the appeal I derive from them is that I can explore and collect, and occasionally go hunting or just defend myself - in a survival horror, being able to shoot is a safety blanket (whether it actually helps or not is more of a narrative issue).
Shooting is an important part, sure, but it's just one part for me.