It really depends on the type of ''story'' the game is trying to tell. With Uncharted and even The Last of Us, its not really the story, its the characters that are the focal point.
Tention, peril, humor and the adrenaline rush from the set pieces physically would not have been possible in an open world game, unless its in a heavily scripted sequence.
I do find it strange how people are using the term open world to describe what they saw. What I saw wasn't open world, but its something that's rarely seen in video games or even hollywood these days, and thats balls to walls action.
The demo was incredibly expansive in its set pieces and environments, you had no idea where they would end up next. I'm not sure if its what I would call ''story'' just really good action direction and mission design.
