I!m with you guys on the story department. As much as I love my Elder Scrolls or Fallout I don't want my Final Fantasy to become like it.
If it were a spin off I would like Square to make a Final Fantasy more like Demon's/Dark Souls, it seems much more likely for them to achieve this than something like Skyrim in the open world department. They already have a lot of Final Fantasy lore they can use, tons of classes, spells.
As for what Prime Mover said, even though I've enjoyed most of the recent FFs I totally support your thoughts. Even if the games did some amazing stuff on one side, they have a problem on another. Even FFX that I put among my favorites, I have to agree about it not having interesting locales.
Maybe this is why recently SE have decided to do spin offs of almost every FF game. If anything, at least we may have some good feelings remembering those places.