This isn't true again, there's various games that have these exact moments that let you go through the entire world mostly without having to specifically load anything. For example, in FFVII Rebirth, you can go through Grasslands, into Kalm, through an Inn and out into an entirely new area without having to "load" or use fast travel. Heck, once you get to chapter 13 and you get the Tiny Bronco, you can literally travel by sea through all of the various landmarks without ever needing to fast travel and you can see the entire world at once.