While game bars are a thing, a few thing to remember

There isn't that much money in the rpg scene. Sure the broke kids from the 80/90/00's are now adult with disposable income, but some have space in their living room or are used to play in the municipal culture centre that the local club rent. When you start asking to pay a large amount of money you loose many prospective players.

Regarding alcohol, it's how non profit club pay their expense. Bring you own alcohol feel like tho worst of both world, you're a place dealing with alcohol consumption (law and potential drunk people) and you don't get to sell a high margin product. As you use US$ you may have some other legal issues, but that's a point where you need legal advise.

I am not sure of the interest of a fixed immersive game space. If I want more immersion, I go larping. Also there is 90%chance that the decor doesn't match the game/campaign I play. Even generic heroic fantasy can come with multiple ambiance

Note also that it feels like the kind of place which don't last long. They open, struggle for 2 years then the owner call it a loss and move out. Rent are expensive, bar have (and even alcohol free one) have to deal with a lot of regulation (fire safety, noise are obviously coming here. Even at my local rpg club, noise complaints are a big problem), and an immersive room for 4-5 person that will use it for the whole night takes more space than regular bar table, where patron order every 30-60minutes

An enticing idea !

I agree with the other comment about the lack of nerds in volume to sustain this activity by itself. However, if you base the business on another activity (lasertag, bar, escape game) with the same ambiance, you can "privatize" the space a few times a month to have a few bunch of geeks that will spend the 50$ to have a space with visuals and a good soundsystem for the night.

Be sure to write down a business plan which has 80% of revenue based on "mainstream" activities (yes, axe throwing is now more mainstream than rpg ...)