XIII definitely felt like playing set pieces and it's really something that needs to be avoided. X did great when it came to having continuity between the areas and you always felt a sense of logical progression and how the characters reacted and developed in regards to the events and settings. Not to mention intertwining the mythology with the PCs and NPCs lives and actions. Even if looked broadly X was also linear, it was cohesive and compelling.
When you crossed from Calm Lands to Mount Gagazet, largely different areas, you cold see the attention to detail in making it gel for the player. Because of the more competent and better paced narrative you buy the sense of wonder that places like Macalania Woods are supposed to instill, and the game always offered the necessary downtime to digest that kind of thing. It wasn't just a sudden shiny place like, say, Lake Bresha (one of the many areas in XIII that deserved to be developed better. Visually good but not much more than that).
In XIII we had Pulse, but even though it was nice to cross a cliff and arrive at cool ruins, having a bunch of statues giving you mission isn't really the ideal solution for engaging the player, which is something they tried to fix in XIII-2 with varying results.
When I was running like a motherfucker in Palumpolum and Eden, all I could think about is how gorgeous those places looked and how cool it would be to be able to stop even for a little bit there to, I don't know, talk to some NPCs and stuff like that, knowing about how life is at those places and little things outside the main plot. I remember some people praising the focus on battles and how towns in RPGs are artificial and boring, but I craved for the illusion of actually "being" at those locations that previous FFs always managed to give me, and to me having interactions with the world outside of fighting is a very important facet to achieve that.