Text-based role-playing models can imitate character styles, but often fail to capture scene atmosphere and evolving tension, which are crucial for immersive applications such as VR games and interactive narratives. We study video-grounded role-playing dialogue and introduce EBM-RL (Eye--Brain--Mouth Reinforcement Learning), a decoupled GRPO-based framework that separates observation (<perception>), reasoning (<think>), and utterance generation (<answer>). This design mimics the human See-Think-Speak process, enabling the model to ground dialogue in visual perception before reasoning and response generation. To optimize this See-Think-Speak process, EBM-RL integrates complementary rewards for scene--text alignment, perceptual--cognitive utility, answer faithfulness, and format consistency. Extensive experiments show that EBM-RL substantially outperforms text-only role-playing baselines and larger-scale vision-language models on our immersive role-playing benchmark, improving both visual-atmosphere consistency and character authenticity. Moreover, EBM-RL demonstrates strong zero-shot transfer to out-of-domain VideoQA benchmarks without additional fine-tuning. We also release an open-source dataset for video-grounded role-playing dialogue.