I've been to two 'Immersive Theater' 'experiences' which sound similar to the spy experience mentioned in the article. And I found them rather contrived.

The actors stick to a script, and any attempt to interact or change the outcome of the experience is largely ignored. If I wanted to be ignored I'd go to the cinema, musical or a normal theater production.

Other experiences, e.g. Clay Shooting, treetop walks, jetboat rides and the such are generally prohibitively expensive to do once a week, and aren't really accessible unless you live close by. At least with the cinema I can afford to go once a week, see something different each, and it's a short walk/train/bus journey from home.