User experience (UX) research on pervasive technologies faces considerable challenges regarding today's mobile context-sensitive applications: evaluative field studies lack control, whereas lab studies miss the interaction with a dynamic context. This dilemma has inspired researchers to use virtual environments (VEs) to acquire control while offering the user a rich contextual experience. Although promising, these studies are mainly concerned with usability and the technical realization of their setup. Furthermore, previous setups leave room for improvement regarding the user's immersive experience. This paper contributes to this line of research by presenting a UX case study on mobile advertising with a novel CAVE-smartphone interface. We conducted two experiments in which we evaluated the intrusiveness of a mobile locationbased advertising app in a virtual supermarket. The results confirm our hypothesis that context-congruent ads lessen the experienced intrusiveness thereby demonstrating that our setup is capable of generating preliminary meaningful results with regards to UX. Furthermore, we share insights in conducting these studies.