I'm a sucker for immersive lighting, but I think you can achieve both together. A trick I use in my game is to do "eye-adjust". We have a shader which can address brightness, contrast, hue, saturation etc; and we dynamically adjust values based on the context that the player is in. When the player is above the surface, caves appear very dark. At night, the contrast is boosted and everything is desaturated slightly which improves the visual aesthetic at night. It does make things harder to see, but at night, that is somewhat the point. Lights also appear relatively brighter during the night.
During the day, everything is a bit more level and consistently lit, however the caves are dark. If you enter a cave, everything brightens up so that you can see the outline of the cave even without any additional lighting.
You may find some of those ideas useful, for example in areas where you need visual clarity for the main world, consider boosting the base brightess, but perhaps also boosting contrast. In dark/immersive areas which have less important world detail, consider flattening/reducing contrast between light and dark areas. You could also consider where you place lighting. There are other lighting effects available such as volumetric shadows or ambient occlusion which involve foreground objects casting a faded shadow on background objects. This can help increase the lighting atmosphere, but equally make your foreground items pop out a bit more, which also improves their visibility.
It is obviously also dependent on the style you are going for, but some form of shadow is always nice to have. Remember to also bear in mind variations in the brightness of monitors. One of my monitors is a lot brighter than the other, so perhaps consider having a brightness slider in the game if there are any particularly dark areas.
To poorly illustrate my point, this is what having a glow could look like: (Right image, no glow)
Then you can experiment with mixing in shadows (again, this is a bodge, so will look shoddy):
Then a super subtle contrast shift can help change how details are perceived:
Finally, you can crack in some light rays for good measure:
Loljk, probably taking it too far
But yeah, take away point is that you can experiment with more than just the overall darkness of the scene and alter how different effects are applied to different objects. I wouldn't necessarily recommend the AO or shadows for your game in particular, given the style, but definitely have a play with adjusting contrast or brightness. Bloom is another option if you want to make certain areas brighter.