The gameplay in MGS5 was great. The sneaking part, infiltrating a base without being seen, was great. But everything around it, having that base and the open world made the game such a chore at times. Another problem that came with that was the mission area. It often feels like that you are being shoehorned into a certain direction which kind of flies into the face of the open world concept. Two or three times I found myself in a spot where I could have taken a route to avoid danger but that route would have led outside of the mission area and resulted in a failure. I mean, it all ties up rather neatly - You need materials and people for your base, you need the base to make better weapons and you need those weapons to get through missions more easily. But what they didn't account for (or did account for with the pay2win currency) was that the first two steps became repetitive and boring really fast.
In contrast I enjoyed the grind in W3. I thoroughly enjoyed exploring the world and slaying bandits and bandits in drowner costumes. What really got me was that it showed a more dirty side of fantasy. I think that was something that really got me interested. I never forget getting to Skellige for the first time, that was really awesome. Boats were a chore in that game but there was something about being out there in the open sea with no land in sight, diving for treasure. It was really cool and I think, if the setting is your thing, they really nailed it in making the world not so boring. Which character do you mean? Off the top of my head I can think of two side questlines that involve characters from other games.. Part of the reason why I did the side quests was that I didn't know a whole lot about the world or monsters and a lot of side quests introduced those to you.
I honestly don't think there is any shame in liking skyrim. I spent my whole summer vacation playing the SSE on PS4 with mods. It was awesome. I can honestly say that I enjoy the game and it's world. The music and scenery just go so well together. While I always play the same type of character, I make it a point to add some role playing elements. Like I try to find shelter during rain or snowstorms or try to go everywhere on foot. I did the same in Oblivion, although it was impossible to seek shelter from rain because the rain was really just a raincloud hanging over your character. Here I didn't even mind the loot chest with a backdoor to the entrance at the end of a dungeon. The places are usually caves or ruins or something where it isn't all that absurd to have hidden pathways.
I guess you could count Yakuza games towards the open world genre. While technically true it feels the world is a bit too small. I agree, Yakuza 0 was great but my main gripe with Yakuza games is that I can't stomach additional playthroughs. To me those games live from the plot twists and desire to know more alone and once I know the story and all it's twists I feel no desire to play them again.
Another open world game that comes to mind, now that you mentioned WoW, is Kingdom's of Amalur. That game was Wasted Potential: The game. It had such a beautifully crafted world and a nice story and side quests too. Even the expansions were really nice but then they added a fucking level cap and I hit that in the 2nd area of the game and all my desire to explore or quest died off instantly. If the game didn't have that goddamn level cap, I would have enjoyed every part of the game. But as soon as you hit max level, every incentive to do quests or explore vanished. Which is a real shame because the game itself was really well done - it had great looking areas, some of the enemy designs were really neat too and the story was interesting, they added books for background lore that you could read. I can't repeat it often enough how well done all this stuff was but then you hit the level cap and it's like "Show's over guys".