Oh god yes! a million times yes!
I miss "open world" dungeons sooo much... Even at 99, I still went up delkfutt tower a couple of times every week, way up to the top and watched some cutscenes before I would teleport to either Holla or Dem, and ride through valkurm dunes and end up in Gustav tunnel, and explore it for NM's. Hell, I did this long before the first level cap increase.
If I found people there, who were camping a HNM, I would usually just plant my arse on the ground, and wait a bit to see if it spawned, then watch the people fight it.

When my friend were still playing, we usually screwed around in Helldomine Necropolis and Ifritt's cauldron a lot. Most fun, was roaming around in Temple of Uggalepih... I never did reset my tonberry hate...

But yes, FF14 really need places like this, and I really hope they do add it, with time. FFXI did get many indoor areas in expansions later on. But oh boy the amount it have...

Bostaunieux Oubliette
King Ranperres Tomb
Fort Ghelsba
Yughott Grotto
Palborough Mines
Zeruhn Mines (although very small, it had a lot of various content for its size)
Horutoto Ruins
Dangruf Wadi
Korroloka Tunnel
Toraimaral Canal
Giddeus
Shakhrami Maze
Onzozo Labyrinth
Gusgen Mines
Ordelles Caves
Crawlers Nest
And many many more.... My all time favorite place, were Castle Zvahl Baileys + keep.