BG 1 is one of the few RPGs that doesn't feel like it's revolving around you. The mundanity, the wilderness, the aimlessness are indeed weird, but it does reinforce that the world is not your oyster. Baldur's Gate and The Sword Coast know nothing of you and don't care to. It's on you to find out who killed Gorion, it's on you to find the means to do that and it's on you to stay alive doing it.
What on Faerun are you talking about? You're Gorion's Ward and nobody else is, despite that Imoen exists. Gorion tries to save
you, but is thwarted by the BBEG who is out to kill
you. You then have assassins throughout the critical path, even off the beaten path, who are out to kill
you. The game is littered with correspondence about the trouble
you are causing. You then discover that
you are the special one,
you get framed and become persona non-grata at Baldur's gate, while needing to thwart the plot before it gets to you first. There is nothing wrong with this. BG2 isn't that different actually.
BG2 opens with you being the special one, but that largely doesn't matter until you get the spellhold. Instead of assassins trying to repeatedly kill you, you have gangs occasionally trying to enlist you. After Irenicus steals your soul, he effectively discards you and goes about his business. Both games have NPCs that will recognize you as an adventurer and ask for help. With the exception of Jaheria's Harper questline, or an offhanded mention by Firkraag, Amn very much does it own thing. The impression that BG1 is more open is simply because the BG1 areas themselves are more aimless. Many quests in BG2 grand enough to practically be their own module. Those areas are purposed to their quest, rather than being wilderness areas between and adjacent to your destinations.