Exploring everything in Prague before doing anything else will do that, but that is up to the player.
I don't know about you, but if I'm allowed to explore everything, I will explore everything. OG DX also allowed you to explore, but doing so never made you OP.
Prague is actually very well designed, the metro stations are there for fast travel.
Really? The three metro stations that are in the same area have such long loading times you can probably walk faster.
Deus Ex 1 also has an abundance of ways to get to your objective. Even Liberty Island. Castle Clinton has at least 2 stealth ways in, one of it is through air ducts. Which supersecret vault of doom is in the parking lot?
Yes, OG DX has a variety of options in terms of how you progress, but the key difference is that these ways usually cost a certain amount of resources or require certain skills to be at a certain level, meaning some are effectively locked off depending on your build and gear management. In MD resources are abundant and skills easy to level, so nothing is ever truly locked off to the player.