This is actually why FFX was great.
The world map that allows you to go off wherever you want and do whatever you want does not help make you feel like you are in the "role" of a hero
In FFX, you're put in Tidus's shoes AND his responsibility. You can't just say "hey, I'm gonna go off to some random town for no reason. Sin is going to kill us all!" The game makes it clear that you have a job to do and people are depending on you. Or perhaps more accurately, they are depending on Yuna. She's basically the only person anyone believes is capable of destroying this monster and oh shit you realize you love her. That sucks. You must defeat this evil, but it will come at an extreme cost. So why the hell would we go visit some random town for no reason? Why would we back-track if we don't have to? Why would the world suddenly become all miniaturized when we step outside the city limits?
Being able to go out onto a miniature representation of the world and be all like "You know what? Fuck it, I'm gonna fly this school half way around the world and play a stupid card game with whomever I feel like. Ultimecia can wait!" Doesn't make me feel like I'm in the role of a hero. It makes me feel like an apathetic douchebag.
Being placed in the shoes of a person who's stuck in "damn if I do, damned if I don't but I MUST do something" scenario in a world that must be traversed by traveling a believable path on the other hand....