the action takes us outside the immersive world instead of reinforcing our belief in it.
Puzzles can be satisfying, but for them to be effective in enhancing the feeling of agency, they should not require a further suspension of disbelief. A game should work within the logic and rules that it's already established - such as Myst's elevator puzzle, in which it would be somewhat reasonable to have a hidden entrance; conversely, The Seventh Guest's cake puzzle is unrealistic as there is no reason to cut a cake past the game instructing the player to do so. Thus, the player feels as if they have effectively more agency in Myst than The Seventh Guest.