For me, GTA and its other clones like Saints Row are signified by being allowed to just much around as muck as much as you want, and then give you the option to drive(/run/chopper/sail, etc) to a specific place where you start the mission, adn also continue the story. If you fail, you can either retry or drive around a while and then go back to the mission hot spot.
And for me, this is where my immersion is shattered. Yes, it can be fun running around doing silly things (I had fun hosing buildings with dirt and doing a lot of shopping in Saints Row 2) but its not part of the story, or plot if you'd like, and the story becomes "something to do when you have time or interest" instead of the purpose of the game, and what drives it forward.
Personally I found even Black Mirror too open in the start, since I could roam around visiting the whole castle and grounds without having a clear idea what I was supposed to accomplish or where to do it, and felt that instead of playing the story, I was just stuck exploring a rather vast space.
GTA, Saints Row 2, Just Cause 2 (though more amusing to watch as he keeps rappelling into the ground) and even Stacking and Zack and Wiki feel like they focus more on game play and fun/achievements than progressing the main plo,t and therefore does not feel like immersive, story-telling games.
What I would not mind seeing are adventure games that offer sub plots next to the main plot, in sort of a rpg setting, where you in big towns have the option to do small quests for merchants and towns folk to gain more information and status (of course without a stats system) before moving on.
While TLJ is driven by its main plot, I still found the small tasks you do for people in Arcadia amusing and somewhat rpgish, even though they're there to further the plot.
This is something I miss in newer games, as they seem to spoon feed us that everything we do is to further the main plot, and we must do it now, as fast as possible or else the world ends! Every interaction we do and every objective we complete is there just to reach the end of the game, where TLJ offers you the chance to learn much more about the characters and go down conversation paths that are not vital for the game.
I could see Archadias marketplace be made as an open, mini quest world, where you just explore the city and talk to people, do quests and learn about the place, without it becoming a RPG or sandbox game.
But, I think the "free-roaming" expression is wrong for AGs period though, as it seems to require the quests/missions being hid away and not in the way for the "fun".
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