Rinslin Merwind
Erudite
Maybe people tired from from sandboxes without any plot and somewhat logical purpose in your actions? Let's take your S.T.A.L.K.E.R example: sure there some fun in find loot (artifact/drop from stalkers/mutant parts) -> sell it and your old gear -> buy new gear -> proceed doing process again, but it only fun until you have best equipment and weapon in game with 100000000000 bank account.I don't get people complaining about lack of official campaign. Same deal with Call of Chernobyl - so much freedom yet people want some generic crap to ride the rail.
After this point any your actions in hoarding loot and money is pointless and you trying to find ANYTHING to do in game where all npc repeat scripted lines, mutants spawns in same places, no vehicles available and retards bandits trying to rob you while you wearing top armor and weapons.
In my opinion sometimes plot help to create better experience in game, even some simple reason why your character started his journey and what kind of thing he trying to achieve in radioactive shit hole filled with mutants, anomalies and bandits.
Hell, you don't even need some complicated main quest, just add possibility to leave Zone with some ending slides which depends on how your action affected balance in Zone (and how your bank account affected your life outside of Zone) and it would be better than "freedom" in mindless grind.
Don't get me wrong, I not shitting on CoC. I just trying to tell you that plot sometimes VERY important to create positive view on experience.
In case of Thief series I feel like setting and plot made first 2 games more interesting than if they was made as pack of random missions with no connection to each other. I mean you can feel that targeted by you mansion exist as part of the bigger world, you can find notes, diaries, books about what happened in previous missions and some information about setting in general from political rant of guards to legends and myths in books. Don't get me wrong, I don't call missions that people made bad or something, they I believe really fun.
But first thief game was story driven game (devs designed locations after plot was written) and second thief game (there was a bit different design principle, but still) had heavy plot too, these games was not sandbox at all.
So without plot there not the same wholesome experience as it would be. Just saying.