Recent developments in technology encourage the use of head-mounted displays (HMDs) as a medium to explore visualizations in virtual realities (VRs). VR environments (VREs) enable new, more immersive visualization design spaces compared to traditional computer screens. Previous studies in different domains, such as medicine, psychology, and geology, report a positive effect of immersion, e.g., on learning performance or phobia treatment effectiveness. Our work presented in this paper assesses the applicability of those findings to a common task from the information visualization (InfoVis) domain. We conducted a quantitative user study to investigate the impact of immersion on cluster identification tasks in scatterplot visualizations. The main experiment was carried out with 18 participants in a within-subjects setting using four different visualizations, (1) a 2D scatterplot matrix on a screen, (2) a 3D scatterplot on a screen, (3) a 3D scatterplot miniature in a VRE and (4) a fully immersive 3D scatterplot in a VRE. The four visualization design spaces vary in their level of immersion, as shown in a supplementary study. The results of our main study indicate that task performance differs between the investigated visualization design spaces in terms of accuracy, efficiency, memorability, sense of orientation, and user preference. In particular, the 2D visualization on the screen performed worse compared to the 3D visualizations with regard to the measured variables. The study shows that an increased level of immersion can be a substantial benefit in the context of 3D data and cluster detection.