You enjoyed Morrowind, what about later (preferably modded) Elder Scrolls games? Oblivion has mediocre and repetitive world design, but that has largely improved in Skyrim, with more varied and interesting environments and enemies.
You don't want strictly heroic fantasy, so add both Gamecube Metroid Prime games to your list. It's not System Shock, but the careful exploration of abandoned sci-fi facilities had an air of System Shock to it.
In the vein of STALKER, Homefront The Revolution is essentially STALKER without the charm, but maybe you will be more tolerant than I was.
While the quality varies hugely from game to game, the Far Cry series from 2 onwards offer pretty good first-person exploration, Far Cry 2 in particular is quite bleak and pessimistic and I can see a STALKER fan enjoying the trip. 3, 4 and 5 are more frantic and joyful, all sense of tension is gone.
Someone else said Arx Fatalis, and you would be a fool to disregard that advice. It definitely could be bigger and longer (in before benis) but you will get that slow, eery, dangerous first-person dungeon crawling you seem to be looking for.
The Codex will hate that suggestion, but I had a great time playing through Thief 2014. Exploring the city and its many secrets is a lot of fun especially with how good the engine looks and how effective the first-person animations are. Thief 3 The Dark Project also had highly immersive explorable hubs, though much smaller.
While it's an action rogue-like, I still want to mention Depths of Fear Knossos, few games I played had such a crushing atmosphere and sense of imminent death. You will need to explore if you want to find tools and alternate routes, fighting is heads-or-tails.
Lastly, while the exploration isn't exactly free, you should still enjoy Alien Isolation. Again, has a powerful atmosphere and rewards you for giving a shit and trying to understand.