Not enough really, we've had the Deus Ex reboot (Human revolution), Dishonored, Prey and their respective sequels, they're all great games but they didn't do amazingly, they mostly did "ok", they're all now on hiatus with their studios working on other franchises.
I think these games (immersive sims) are actually pretty difficult to make and the reward just isn't there vs other genres out there right now.
To be clear, I don't think they even tried, as far as DX:HR is concerned. Instead, it looks like they tried hard to borrow ideas from these mainstream console games and made an anti-immersive "sim" that constantly takes you into third person, floods the screen with XP & loot popups and other UI noise, replaces melee weapons with "tap E to watch a mini-cutscene where MC beats up a guy", features busywork-filler-padding sidequests for the instant gratification RPG addicts, etcetra.
I think, if someone actually tried, this is a proven niche where one could definitely find some success.
As far as the FPS genre is concerned: boy do people nitpick them. You can point at a handful of super popular titles, and for each, there's a mountain of forgotten and thoroughly mediocre (or worse) first person shooters.
There's no single genre where success is for granted. In general, there's a long tail of games that get little attention and a small bunch of "rockstars" that everyone plays.
As for genres, your point about only x number of games becoming a success is taken, but I guess my counter to that is, if you become a success in the shooter genre the upside is 10x or 100x what it would be for an immersive sim because the market for fps is much much bigger than those for immersive sims.
I might be a fan, but I rarely buy new games myself, so extrapolating anything at all from my gaming habits probably tells nothing about the market at large. I generally don't buy any new game unless it's DRM-free, has native Linux support OOTB, and doesn't come with crazy overpriced moneygrab editions or a shitload of DLC.
I think your criticisms of the RPG element, which is what the xp pop ups and stuff were, are overly harsh. I would have been happy without timit actions but they were all the rage when HR came out, so I can forgive Eidos for also doing them.