This paper examines how awareness interventions relate to emotional responses to invisible risks in immersive systems, with an empirical focus on virtual reality. Across two complementary studies, we examine emotional responses elicited by a lecture and by narrative design-fiction storyboards focusing on biometric profiling and overengagement—two risks that undermine user agency and autonomy. The interventions elicit distinct emotional patterns, pointing to different ways in which invisible risks become salient across cognitive, affective, and moral dimensions. Qualitative responses indicate recognition of manipulation, loss of agency, and ethical concern. The results suggest that concise narrative scenarios can render otherwise imperceptible risks concrete and relatable.