They all do something.
I also play this game largely due to the role playing aspect. So I enjoy following immortals which I think imbue a character with more substance and adds just an extra layer for RP.
It all depends on the imm, a few do give little bouts of Imm xp for chats depending how the chat goes.
Others give a chunk after you reach milestones or goals. Eg tattoo.
As Isarbin my scarab conjurer I received nothing for chats but after becoming voice of the scarab I received 2500 Imm xp.
Sometimes you need to show you are worth the reward.
Don't expect a 2 minute one off to net you xp.