Heyo BatNerd
It's somewhat hard to compare the 2 headphones like that. There's no real margins on much better one is better than the other. Audio is very subjective so something might sound good to another one, but sound like garbage to another. I'd probably go for the AD700X's myself since I have enjoyed my AD700 more than my HD599's.
As of immersion. Eh bass is needed certainly, but personally I find the mids and highs has to be spot on for me to actually be immersed into it.
When it comes to gaming both headphones are great. Again, I'd probably go for the AD700X's since I have good experiences with the older model. Both have a overall clean sound signature. No super choke points for either, however they're not super at anything...