I've only played 2 and I feel the same way about it. I wish more games did this approach of using an open world as a setting for a linear game to perform.

You get the best of both worlds with this approach. The feeling of the world being more real and lived in, whilst having the tightness of the storytelling of a linear game.

I've always defended how mafia 2 did it and never understood why people wanted it to be more open world. The story had me gripped too much to even think about that stuff.

I always find it weird in some open world games where something in the story is described as being a race against time or so important it needs to get done now, but as the player you can just forget that for a bit and go do something else before continuing. Even just the ability to do that takes me out of it.