That's really not "true". The 3D games at the time let you go anywhere, view anything. Myst only let you move to predefined locations.
The difference is that you didn't have enemies trying to kill you all the time, or extremely difficult bosses to defeat in order to advance to other levels. Instead, Myst let you generally explore most of the game as you wished. You could explore quite far without technically "advancing" because you could ignore the puzzles. This made the game quite fun if all you wanted to do was look around.
It's kind of similar to the actual freedom in Breath of the Wild / Tears of the Kingdom, where you don't need to advance in the game to explore the world.