The world is pretty large and open although it may not feel like it at points, as its been subdivided into zones to reduce loading times and system requirements.

FFXIV 1.0 was actually extremely open and quite a bit more expansive, but it was also a pain to travel anywhere because there wasn't really any mounts or other faster travel at first.

If you want the game to continue to feel expansive, I'd consider minimizing your teleporting from Aetheryte to Aetheryte. That makes the world seem quite a bit more closed off since it's just quick hops between zones.