I remember having this argument with a friend of mine back in the GC days. It's been a while obviously, but he approached it in a connect-the-dots manner, wanting to do them all one after the other without breaks. He hated it. Like the OP, I did a great deal of exploring and grabbing things I missed, treasure hunting in the ocean, etc. between shards, so they felt spread out and less like a drawn-out fetch quest. I don't even remember feeling much of a difference when I replayed WWHD on Wii U, and that new interface made it even more fun and streamlined to play. It's still such a wonderful game, up there with the N64 titles and BOTW as my favorite 3D entries.