Well that's you, but not everyone is like you. And...um...you perceive the WORLD in third-person? HOW!? Do you do like, out-of-body exercises and stuff?

Yes, that's me, but it shows that not everyone prefers 1st person for immersion either.
And no, I don't perceive reality in third person.

Both 1st and 3rd person try to translate reality into the gaming medium, and both have to sacrifice certain aspects of it due to technical restrictions (until we get Star Trek's holodeck, that's what we have to deal with). For me, the disadvantages of 1st person outweigh those of 3rd. For example, in reality, I'm always aware of my surroundings and my place in the environment, which is better visualized in 3rd person - in 1st, I quickly lose orientation.
There are things that can be said for 1st, though, as (for example) it allows for better detailed expection of objects - putting anything on a shelf in 3rd person Skyrim is a task not unlike building a Jenga tower witch your teeth. But for combat, especially with other players, I strongly prefer 3rd person.