I came across a study, which I believe comes close to the question, is using VR to treat the fear of Flight and claustrophobia. The abstract of the study can be found here.
The goal of the study was to understand the effect of Virtual Reality Graded Exposure Therapy. They had a small sample size of thirty individuals diagnosed with the fear of flying. They were then randomly assigned to one of three groups.
Three Groups: VRGET with no physiological feedback (VRGETno), VRGET with
physiological feedback (VRGETpm), or systematic desensitization with
imaginal exposure therapy (IET). Eight sessions were conducted once a
week. During each session, physiology was measured to give an
objective measurement of improvement over the course of exposure
Observations during the three month followup revealed significant difference in flying behavior between the groups.
Only one participant (10%) who received IET, eight of the ten
participants (80%) who received VRGETno, and ten out of the ten
participants (100%) who received VRGETpm reported an ability to fly
without medication or alcohol at three-month followup.
The results suggest that VRGET can be a possible treatment for the fear of flying.
Implications of this procedure could, essentially, be used for treatments of other psychological issues.