The idea that you'll magically learn a language from immersion is, in my experience, a myth.

Babies do learn this way; however, babies basically have a full-time language teacher in their form of their parent(s) who will make it as easy as possible for them by speaking slowly and clearly using simple sentences. Adults do not have this luxury.

Immersion supplemented by formal language study (i.e. sitting down with a book and learning stuff) is excellent and efficient.

What immersion does is really forces you to tune into the sounds of the language as it's actually spoken, not as the Duolingo person speaks. You start to pick up specific phrases that come up all the time and hear speech patterns. Importantly, you can start to replicate those speech patterns in the same context as you've heard them used. You may not specifically know the direct translation, but you know when it's appropriate to say particular things.