Tremendous progress has been made in audiovisual communication technologies in the last decades offering a large variety of multimedia experiences. Consequently, Quality of Experience (QoE), which brings a user-centric assessment of the multimedia experience has become popular. Assessment of QoE is challenging because it depends not only on the content and users but also on the context in which the latter consume the former. QoE has become essential in order to allow creators, engineers, designers as well as product and services developers to offer increasingly richer multimedia experiences to users. This paper focuses on QoE in immersive multimedia communications. More specifically, the Sense of Presence (SoP) is explored as an important factor influencing the QoE. To reach this objective, a series of experiments have been conducted in typical situations, where users consume audiovisual content in various contexts, defined by the type of the devices used. Such experiments consisted in presenting one-minute video stimuli to twenty subjects, on three different devices: iPhone, iPad, and Ultra High Definition (UHD)TV. Subjective evaluation scores were recorded together with physiological signals of users. More particulary, Electroencephalography (EEG), Electrocardiography (ECG), and respiration signals were acquired during consumption of audiovisual stimuli tailored to each device. Furthermore, a publicly available multimodal dataset containing all acquired physiological signals together with corresponding subjective ratings was created. The resulted dataset can help in design, implementation and validation of metrics to predict SoP experienced by users in typical use cases.