Intuitive Teleoperation interfaces are essential for mobile manipulation robots to ensure high quality data collection while reducing operator workload. A strong sense of embodiment combined with minimal physical and cognitive demands not only enhances the user experience during large-scale data collection, but also helps maintain data quality over extended periods. This becomes especially crucial for challenging long-horizon mobile manipulation tasks that require whole-body coordination. We compare two distinct robot control paradigms: a coupled embodiment integrating arm manipulation and base navigation functions, and a decoupled embodiment treating these systems as separate control entities. Additionally, we evaluate two visual feedback mechanisms: immersive virtual reality and conventional screen-based visualization of the robot's field of view. These configurations were systematically assessed across a complex, multi-stage task sequence requiring integrated planning and execution. Our results show that the use of VR as a feedback modality increases task completion time, cognitive workload, and perceived effort of the teleoperator. Coupling manipulation and navigation leads to a comparable workload on the user as decoupling the embodiments, while preliminary experiments suggest that data acquired by coupled teleoperation leads to better imitation learning performance. Our holistic view on intuitive teleoperation interfaces provides valuable insight into collecting high-quality, high-dimensional mobile manipulation data at scale with the human operator in mind. Project website:https://sophiamoyen.github.io/role-embodiment-wbc-moma-teleop/