>>718308768
>dense open world
Try Sly 2 if you haven't played it yet. That's the best version of the GTA formula. The levels are large and open like GTA maps, with the same type of missions scattered across. Unlike GTA they're small enough to be filled with cool details that are all meant to be used at some point.

Basically you get the Oblivion sewer exit moment eight different times before the game is done.