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Sense of scale, "epic" conflicts are just ridiculous when the enemy is camped behind a bush 100 feet south of the city walls and their entire army consists of 20 men or so (Skyrim being the most obvious offender here).
World that makes sense inhabited by NPC's and citizens who do realistic things; people in GTA just walk around the street all day or drive around, I once followed a car for what amounted to an entire day in GTA V, just to see where she was going. She wasn't going anywhere, she just drove in an erratic pattern with no destination in mind.
Oblivion, Skyrim and even The Witcher 3 have the same problem; people just loaf about and do nothing, repeating the same sentences and conversations over and over, many times for weeks or months on end.
Ridiculous AI moments like in Fallout 3 where the AI range was shorter than that of your sniper rifle, meaning you could shoot someone's skull off while they were engaged in their perpetually repeating conversation, entirely without the person they're talking to reacting at all, I've had NPC's say "Okay, so long!" to a ravaged corpse lying before their feet.
Or how about when I killed a dragon in Riverrun in Skyrim and the bones were left lying in the streets, when I traveled out of town and later returned via quick travel; the dragon skeleton bounced up suddenly and squashed a city guard, his colleague ran up to me right away and said; "Do you know anything about this?!" in an accusatory tone.

There are a bunch of problems with open world games, most of which will likely not be fixed in a long time since they're such complex things, but some are down to laziness or uninspired writing as well.