Just because a game is tagged with the "open world" flag, doesn't mean you cannot have all the things that make a level locked game fun.
It just means you need to design for it from day one.
A massive space game with thousands of planets can easily be segmented into areas.
Hell Starflight did it back in 1985. You start out with limited fuel capacity so you can only go so far. Then you get the fuel capacity and wander into the wrong area and die because you don't have the weapons.
Things like that can be built into any game.
You are free to wander anywhere you like in The Shire, but to get to Rivendell you have to be carrying the ring.
The problem comes when you just create a system that produces random environments filled with random encounters, and nothing else.