Why you claim that the orbit is immersed? It is posible to have an action such that is constant when is restricted to the given subgroup. Take for example U(1) < GL(1,C). Then 0 is a fixed point of the U(1)-action (actually it is a fixed point of the whole action) induced by the foundamental representation of GL(1,C) in C.
can there be a sheaf with GL(n,C) and the projection of this sheaf onto a C^n manifold have orbits which are closed and thus have a natural identification as a manifold.