I think what you like are games like ''Peasant's Quest'' or ''A Struggle with Sin'', RPGM games which allow what you described, they also follow only loosely something like a main story, good games thought.
As
Incendax said, most of the sandbox games here are either horrible grindy, often with crap navigation, bad hints etc, just a bad experience to play. Also i'd say, in ~90% of these games the sandbox is either just used to stretch the existing content as much as possible and/or just completely usless, like you need to progress with the LI's in a strict order, with no freedom to choose, which makes the sandbox a complete waste.
The point is, for games which follow a linear story/story focused, sandbox is just not a good medium, some amount of freeroam is a better choice.
You need scenes and events happen in a given order, otherwise the story makes no sense and most devs here (or even larger studios) aren't implementing dozens of possible paths of how you can progress with the story, simply too much branching.
It can work when the different LI's have their own story, which isn't tied to closely with other characters or the main story.