If you don’t have a VR headset attached to your computer, it just goes to fullscreen mode instead.
I use a Quest headset myself, so I can’t give you details on how to set up your headset, but you can start here: https://immersiveweb.dev/chrome-support.html
If you do have your headset set up, please verify that these demos work as expected: https://immersiveweb.dev/#tryoutsomedemos