One area in the Fringes called Schism has some interesting architecture that would lend itself well to a zone-like maze.
It has also become one of, my many, favourite afk spots; furthest in at the base of the statue looking outwards to the entrence. I have 2 spooks as company so I can't say I feel very lonely in there.

That open zones have become the norm is undeniably true but I still think there's room for a few zones with a bit of extra exploration.
Places like caves, mazes and crypts lends itself well to all the undead and subterranean monsters we have in the FF lore.