There will still be things to find and discover, and even things you can miss. Just because it's going to be chapter based does not mean Azul won't be including content only found in that chapter, or part of the story you're on. So you can't just go with the flow and expect to see everything, got to still wander about, just a lot less grinding.
And he's still trying to keep that feeling of you just being thrust into something you don't have any clue about, it is part of the story of people not wanting to tell the player since what they're doing isn't public knowledge, so definitely want to keep that mystery going on.
And of course, the player going along with it since they don't really have much of a choice.