I know Kenshi is technically a sandbox but it never felt like one to me in a weird way. The world is so weird that exploring it is super compelling. Also from the first time I made it to Okran Valley and the Holy Nation beat the shit out of me I knew what I had to do, which was levy a cadre of martial arts robots to overthrow them and free all the slaves, so I guess it felt like it always had a plot, or at least a purpose.