For reference, until quite recently, chips that were referred to as being "14nm node" were actually built using light that was 193nm and lots of special techniques like multipatterning, immersion, crazy lenses, etc. So when EUV arrived and is now using 13nm, you can bet that 13nm will allow quite a bit of runway for creating tiny features -- one concern I'm sure is the use presently of mirrors for all of the optics, so not sure how that would work for something equivalent to immersion -- seems like not possible maybe?
AFAIK immersion is very difficult because EUV is kind of like a disruptor beam. hc/13 nm is about 95 electron volts; that's enough to ionize just about anything, though they more often boost inner (non-valence) electrons up to outer shells instead. It's just as accurate to think of them as super soft X-rays as it is to think of them as "extreme ultraviolet." Sometimes they're called "vacuum ultraviolet" because air is opaque to them.
Refraction is the key to immersion's resolution improvements, and I don't really know how it works. I have the impression that the higher permittivity of the refractive medium means that the electric field of the light propagates more slowly into it because the material is electrically polarizing, but permittivity varies with frequency, normally decreasing at higher frequencies, so hard X-rays barely refract at all. That would suggest that EUV might not refract much, quite aside from being rapidly attenuated.
However, at least within and near the visible spectrum, refractive index increases at higher frequencies. So clearly there's a lot I don't understand.
If even air would absorb/scatter the EUV beam, immersion in liquid would seem to also cause a LOT of scattering. That'd reduce the contrast, which sounds undesirable. (Speaking as a complete noob here)