Immersive technologies (imT) is claimed to have many benefits for learning, such as the ability to optimize learners' cognitive load (CL) as well as their curiosity states (intrinsic motivation) (CS-IM). From 2802 studies, we selected only 31 studies with a reliable study-design for investigating the impact of Virtual Reality (VR) and/or Augmented Reality (AR) on learning performance with respect to measurements of cognitive load and/or curiosity state. To this end, we built an analytical gird for probing positive, negative, null, or uninterpretable relationships between the learning performance and CL or CS-IM measures. The 24 studies focusing on CL show that the imT benefit for learning depends on technology with CL advantage for AR and with CL disadvantage for VR. For the 15 studies with a focus on CS-IM, the results are inconclusive and inconsistent due to large methodological differences in measuring this facet of the learning experience. Of the 8 studies investigating both CL and CS-IM, very few studies documented causal links between these two learning-related constructs, and the reported results were contradictory. The role of variables such as the type of knowledge taught, the type of learning, or the level of prior knowledge of the learners is examined. However, these variables did not yield significant insight into the relationships between the imT-learning performance and the learner experience in terms of CL and/or CS-IM. Recommendations for future research to address the identified gaps are provided for advancing the field of imT for learning.