I think that many gamers prefer completing objectives in games, and others prefer exploring spaces. I've encountered people who get bored with rich, vast game landscapes and just want to get to the next fight or plot point, and others who will play a game for tens of hours and prefer dicking around and interacting with everything they can find and could care less about reaching an endgame. There are games out there for both people.
And anyhow, my favorite world map of all time is that of Skies of Arcadia, because there are a ton of hidden things to find (mostly Discoveries) and sailing in such a beautiful sky is fun, sometimes exhilarating. But that's not really what this topic is about, is it?
My favorite spaces to explore are in Red Dead Redemption and Shadow of the Colossus. Must be something about riding a horse around empty, arid expanses.