"Single-player games" aren't a monolithic genre. Are you talking big-budget action games specifically? That's not the same thing - and even that varies from game to game. (I am currently playing Horizon Zero Dawn and while the gameplay is very different, the quest structure is prettymuch the same as it is here - main quests, side quests and a map full of detours and minor errands to get derailed into.)
Anyway, I think the "lack of urgency" is just how RPGs have always operated. The best time to clear all the sidequests and 100% the game is right when the villain has made their move and the world is teetering on the brink of oblivion, because that's when you've got your airship and gear from the penultimate dungeon.