There was the parties in Korroloka tunnel and the quest I did there to unlock the Sam job.
Then there's the many hours spent in the Eldieme Necropolis, farming some item; which I can't remember any more.
And let's not forget the Gusgen Mines and the evil dice giving everyone but you the magicked skull. hehe

Open areas are nice with the pretty vistas and they are easy to find things in. Then, once you've unlocked the aetherial currents, they're easy to get around in for fast travel.
However, they are not the same as the closed, sometimes cramped, spaces of a tunnel or some long forgotten tomb; which probably had better been left unopened.
The atmosphere is different and the pacing becomes different as well. There is the risk of getting lost and not being able to find your way around the many rights, lefts, ups and downs.