For it to be recognisable as a Final Fantasy game, it needs to have certain areas that you can only access when you reach certain points in the story. Even games outside of FF don't let you access all of the areas all at once. It adds to that sense of progression and, for many, it doubles up as an achievement of sorts when you finally step foot into the area you've long heard of.

I would like to see all zones like that also being used for more than just driving along the story. There were many zones in XI that looked great and the music for some of them were equally so. But for the most part, there wasn't any real reason to go to them once you'd finished what story there was to do there. There needs to be something interesting and exciting in every area/zone that gets added in and made to feel like a part of the world and not just some tacked on area for the purpose of getting to one or two NMs/bosses (outside of the areas which are designed to be the throne of said boss).