You can only submerge yourself in something, and it’s ‘in’, not into.
You could say ‘we submerge ourselves in current affairs such as politics, humans rights, economic indicators and...‘
Although your own word, in your question, immerse, could also be used, and might be better (also with ‘in’).
Submerge is from Latin, submergere, from sub- ‘under’ + mergere ‘to dip’.
Immerse is also Latin, immers- ‘dipped into’, from the verb immergere, from in- ‘in’ + mergere ‘to dip’.
So with submerge, you can imply that we are deeply in something, like water, with it over our heads. This might be good if you wish to convey that the result is overwhelming.
With immerse, you can imply that we have been dipped into something - like a corn chip well-soaked in hummous. This might be good to use if you want to say that we ‘learned a lot’ - as in ‘immersion courses’. ‘We were immersed in Russian for a week, and learned a lot’.
(Note - you also need an ‘as’ in your original quote, as I have shown above).