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Combining immersive virtual reality (VR) using head-mounted displays (HMDs) with assisting robotic devices might be a promising procedure to enhance neurorehabilitation. However, it is still an open question how immersive virtual environments (VE) should be designed when interacting with rehabilitation robots. In conventional training, the robot is usually not visually represented in the VE, resulting in a visuo-haptic sensory conflict between what users see and feel. This study aimed to investigate how motivation, embodiment, and presence are affected by this visuo-haptic sensory conflict. Using an HMD and a rehabilitation robot, 28 healthy participants performed a path-tracing task, while the robot was either visually reproduced in the VE or not and while the robot either assisted the movements or not. Participants' performance and visual attention were measured during the tasks, and after each visibility/assistance condition, they reported their motivation, presence, and embodiment with questionnaires. We found that, independently of the assistance, the robot visibility did not affect participants' motivation, presence, embodiment, nor task performance. We only found a greater effort/importance reported when the robot was visible. The visual attention was also slightly affected by the robot's visibility. Importantly, we found that the robotic assistance hampered presence and embodiment, but improved motivation. Our results indicate no disadvantage of not reproducing robotic devices in VEs when using HMDs. However, caution must be put when developing assisting controllers, as they might hamper users' affect.