I can appreciate having that sense of 'overworld danger'. It's difficult to achieve, however. For example, I didn't think that Endwalker's 'From the Cold' was designed in a particularly unfair way, but I did cut it pretty close on my first run (sub 5 min left on clock), and I really enjoyed it as a result. I'm also not surprised that there were a lot of complaints around it. There's always a trade-off between making content more exciting and making it less accessible to some portion of the playerbase.
While having max level mobs that oneshot you if you explore the map out of order is probably a step too far, there are story-driven ways that you can reintroduce that sense of danger. For example, let's say that you were designing the Ruby Sea with one lone wandering Emerald Weapon type mob that lurked in the depths. If it sees you it starts chasing you, and if it gets your health below 10% (let's say after a couple of hits) someone intervenes and you get escorted back to base. If it happened once you might be left with a sense of fear, such that you explore the depths with caution. It's not the presence, but the rather the absence of the mob that inspires fear.
Or alternatively, let's say you had an X-ATM092 wandering the center of a ruined town. Everyone can see it and that it looks dangerous, such that the average player is going to stay well clear of it. But it's not outright designed to kill you - it's really just there to bully you and scare you off until you pass a particular checkpoint.
One thing that I wish that they could do more effectively is create 'points of no return'. Like the bit after 2.5 where you're technically wanted in Ul'dah but nobody seems to mind you wandering the town. It's difficult to achieve in an MMO vs. a traditional single player RPG, but it would be nice if say, you had to go in incognito with disguises and beat a hasty retreat out of town if your cover was blown for a short portion of the story. I feel like this is something more easily explored with an expansion story than it is with a patch release, though.


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