VR is definitely not confined to screens, not even for the Gear VR.
This is a good, detailed article by PatentlyMobile.com. You can tell that they really spent the time researching what the patent was about.
I read through their article and most of it is standard stuff you would expect about a VR headset.
But I thought this was interesting:
“According to Samsung, the display module may include, for example, a panel, a hologram, or a projector.”
Samsung is laying the groundwork for the possibility of using non-screen display technology.