I haven't "cried" about open world games, only that I get tired of them. I haven't played Fallout because it is an "open world" either, but because I was/am fascinated by the world, the atmosphere and the music. I wouldn't give a damn if the game would be more linear.
The difference is that the vaultdweller had a huge portion of postwar california to explore, and had to investigate in the nearby settlements to find out where to get the waterchip. If you as a player didn't know about the location of the chip, it is only natural that you will explore the cities and NPC for hints. Artyom on the other hand is in a comparably tiny, cramped location with a clear goal. There would be no single reason to randomly explore other metro stations.
By the way, how does subway venture in Falloutverse? Would anyone build a Vault in a subway station?
I don't get why everything these days has to be some boring open world game.
Vault in subway? Why not. Actually nearly all subway stations in Moscow/Saint-Petersburg are made as nuclear Vaults.
*Opens Google Images: "moscow metro" - Overwhelmed by beauty"Also this.