In Arnie's popular Brookheights open world mod, there was a mix of Open Venues your Sim could explore without a loading screen and rabbit holes, which are areas in which your Sim disappears to complete a task.
For many Simmers, the lack of an open world breaks the immersion of The Sims 4, as there's nothing quite as jarring as going to visit your next door neighbor just to immediately get a loading screen.