Extended reality (XR) technologies are achieving greater diffusion thanks to the recent digital breakthroughs enabling users to interact and accomplish tasks within immersive environments (IEs). Applications are notably diversifying toward the industrial field, where the use of XR technologies is at the core of the transition toward Industry 4.0. However, despite their high potential, it seems the use of XR is not yet widespread in the industry. Because of the amount of effort and time required to develop a new immersive environment (IE), evaluating its relevance and effectiveness appears to be a paramount factor for a wider adoption of these technologies in the industry. Previous works have already investigated the roots of this slow adoption, but to the best of our knowledge none of them give a detailed overview of the specific and decisive stage of the evaluation of new IEs before a possible implementation. Through a detailed study of 101 scientific papers published between 2000 and early 2021, this work therefore intends to provide an overview of existing studies involving XR experience design, evaluation approaches, and materials to help identify the areas that could require more targeted research to improve the adoption of immersive technologies in the industry. To do so, we propose an analytical framework combining key factors to assess user-centered evaluation and perform a systematic literature review to establish the current status of these factors. Results show the variety of assessment methods used and the emergence of new physiological technologies over recent years. Constraints related to the user-centered evaluation methodology are also identified and discussed.