Virtual reality takes the viewer far closer to 'doing' than any other media type can manage; when done well it is deeply, incredibly involving. As a recent BBC project documenting the Calais refugee camps in VR (https://youtu.be/YKPDIUH9-Y8 and others) showed, putting someone right into a scene can be much more emotionally effective than anything else we've seen short of actually going there in reality. Multiple media types (photos, video, audio, graphics) mixed together is part of what makes this work, but really it's almost entirely down to the level of immersion that VR achieves – particularly the full, reality-excluding kind that head-mounted displays provide.
There's a saying that goes "I hear and I forget; I see and I remember; I do and I understand." It's often attributed to Confucious, but there's no evidence for that. Instead, it's much more likely to come from developing ideas in education around "the goals of the learning process" (Bloom, 1956), and the concept of Active Learning, which involves students 'doing things and thinking about the things they are doing' (Bonwell, 1991).
Immersive virtual reality isn't literally doing things, but it does help the viewer experience things in an almost first-hand manner. It's the most active form of passive experience there is. I suppose there's a danger that the level of emotional engagement could almost eclipse the more intellectually-based process of 'thinking about the things they are doing,' but it's certainly another very effective way of making something really stick in someone's mind.
How effective, exactly? That's hard to measure objectively, but not impossible. Stay tuned...