Gothic 2:
The game is linear, but its individual parts are open enough to leave a lot of exploration to be done, and small enough that it never feels bloated with pointless content. Virtually all locations exist for a deliberate purpose - either gameplay secrets or story/quest focal points - the game adheres very closely to the "rule of narrative efficiency" (also gameplay efficiency) in this regard. You have different ways to progress your character, but they're mostly simplistic - allowing for better balancing of the content, but not a lot of individual variety/combinations. The linear placement or gating of certain items/armors/spells exist to help balance the power level of the character (or, in the case of powerful weapons, their stat requirements being almost unattainable in NotR even though you can buy some of the most powerful weapons in the game from the very beginning) but it doesn't leave too much room for maneuver. It's a calculated experience, with a degree of complexity that's appreciable to fans of RPGs where they still have to think and make decisions unlike linear, simplistic action games, which makes it very enjoyable but puts it at a spectrum that will be similar for many people in execution. And exploration wise, the early game involves a lot of backtracking due to very few fast-travel options, while later your methods of teleporting around with the teleporter stones - it's simple enough, functional, and generally not too annoying with the backtracking.
Morrowind:
The game encompasses the open-world aspect of completely no fucks to give, up to and including in its storytelling - the lack of immediate urgency is palpable in the design, as the quests are deliberately set up to generally allow for you to take them slowly, the world is built to be fairly large, but immersive - many NPCs, locations (including dungeons) exist as a presentation of scope - they're not meant to be explored in detail or even thought about that much, they just exist to feel "real" in some way by being too large to see everything that's being offered. Powerful objects that may be randomly hidden in some of these dungeons exist as a rare bonus to add mystery to the world and make people wonder just how many things may be hidden, but they're not really intended to be found (and the game doesn't necessitate you to, your power level is always adequate without finding extra overpowered things on top of everything). The progression as a result is completely imbalanced, because you can take your own path without really that much direction and find, as a result, that you've gone to places completely beyond what you can deal with, or, on the contrary, you will have made yourself very powerful in your explorations and then mostly find things that cannot stand up to you. In a sandbox fashion, you're mostly making your own entertainment that depends on the way you approach the game, which is understandably boring and unappealing to many people, but the freeform approach lets everyone interested take a unique approach to it and see different results many times. The way the world is interconnected is well made too, as you learn to use different methods of fast travel to improve your experience of travelling across the world and learn your own "shortcuts" with the use of Mark/Recall/intervention spells and the fast travel services.
Conclusion: It's impossible to compare these aspects directly. Gothic 2 is a much more balanced, structured experience which provides fun gameplay in a palpable way, but with various jank and flaws along the way. Morrowind, meanwhile, throws you into the world of large possibilities and asks you to find your own fun in the structure. It offers many things in this regard that Gothic 2 can't offer, but you have to know what you're looking for in order to really enjoy it. It rewards creativity more and it rewards exploration more, and due to the scope of both mechanics (for creativity) and the world (for exploration) it makes this experience different for every person, and varying much between playthroughs even for the same person playing it multiple times. Gothic 2 has quite a few available gameplay styles, but in general they will fall into a few paradigms and then be very similar within those paradigms, as the possibilities are fewer.