I don't remember.
1. How does it break immersion? For something to "break immersion" it has to be extremely unrealistic. Keeping apes and elephants in a zoo is very realistic, therefore the opposite of immersion-breaking. If the game forced you to put the dodo into every zoo, that would be an example of something that breaks immersion.
2. If not for zoos, both elephants and apes (especially orangutans) would be a lot closer to extinction than they are now. Be grateful. Modern facilities for both elephants and apes are leagues ahead of what they used to be, and both groups are quite capable of living happy lives in captivity provided they have sufficient socialisation and stimulation (and yes, modern zoos can provide both).
Well, I'm not saying everyone should play like this at all, but it's immersive (and fun!) for me to look after my animals' welfare. It's unrealistic
for me to run a zoo that I don't feel is ethical.
I have worked with elephants in rescue orphanages in Sri Lanka and spent time with them in rehabilitation to the wild programmes in Laos. I've visited conservation centres in Borneo reintroducing orangutans in the wild, and spent time with them - rewilded, in the actual, wild jungle. Seeing a rehabilitated mother orangutan with her newly born wild baby was one of the best experiences of my life. I've volunteered a lot for conservation and it's at the very core of my heart and being.
Many smaller zoos no longer keep elephants due to the poor welfare they suffer in small captivity settings (eg London Zoo). The game lends itself better to zoo builds than national parks, with large wild areas for animals to freely roam, where I believe these animals are best looked after for their wellbeing and for conservation. The better of two evils regarding conservation vs welfare for animals in zoos is a big debate and not one I care to get into here, but my feeling is that conservation works best in the animals' natural origin and environment, rather than in cages on the other side of the world. So for me, the immersion that is broken is the type of zoo that I want to run and can have fun imagining I'm building and running.
Edit to add: I also volunteered at a small UK zoo, where they kept tigers that they described as a 'sacrifice' so that they could draw in guests and keep funding the work they were doing for smaller animals. The keepers there were sad about having to still keep these poor tigers around and made their habitat as nice as they could, but it was small.