I don't roleplay at all, but I like your phrasing of "living in the moment." I like to be immersed in the scene unfolding before me. In that sense, you could say that I like to be "in" the world. I'm not sure that's precisely what the OP is asking. I think the heart of the question is centered around whether players like to be forced to do more mundane activities in games (like eating/sleeping/...paying taxes) because it makes you feel like you are truly living in the world, or do you prefer more of a themepark, where you can log in and choose which ride to ride that day, without worrying about the potential upkeep costs of your activities.
I can't say I'm on the far side of either argument. I can appreciate and enjoy day/night cycles, inventory weight (with realistic consequences to character performance as carry weight increases) and stats like "hunger" or the need for characters to sleep. On the flip side, I don't completely renounce convenience tools such as fast travel, or the ability to save your game "anywhere" (a function many people hate in newer RPGs.) Generally, I'd say I like to be "in" the world; but, I have to admit that, occasionally, it's nice to be able to just visit for a while without getting bogged down with little details.
-Travail.