While I would love to have a full animation from supercruise speed&position to the final dropout to normal space (basically by extending the final zoom&brake animation all the way up to where you pressed J to safely disengage the FSD), I don't find the current transition that jarring or immersion-breaking, just a bit lacking.
What is utterly horrible and immersion-wrecking in my view, however, is the teleportation caused by interdictions (both through submission and interdiction failure). Here I am approach a starport, 20Mm out and its planet big and mighty in front of me, suddenly interdiction, okay I submit, *poof* I am 20Ls out and the planet is now but a small dot.
If anything, the interdicter should be drawn to the interdictee, the latter should exit supercruise in their very location (maybe on an failed evasion attempt it could be different, but not after a smooth submission). I can imagine why this is not the case - it could be abused to speed up SC travel by doing some kind of interplanetary spiderman-maneuvre, but honestly, if the target does not submit it would hardly help you get around faster, and NPCs rarely submit (or do they ever at all?), and other cases the FSD cooldown after interdiction could be increased for the interdicter* to make this a rather unfeasible method of "fast travel".
Actually, I am generally thinking that maybe the interdictor (the device) should add extra time on the interdicter's (the ship) FSD cooldown anyway, to prevent endless chain-interdictions. Together with a change so that the interdictee always ends up in normal flight in the same location they were in when the submission went through, it would mean that if you manage to escape in normal flight, you can't repeatedly be teleport backwards multiple times, getting further away from your goal each time; instead, if you can survive/escape, it means no matter what, you will make progress forward, even if only slowly.