The simple solution is to give players the option to turn off hand-holding quest objectives. In Deus Ex: Mankind Divided (I know, not really open world but it has massive hub areas so it's still relevant), the developers make it so that everything is in the levels to help you figure out how to get to an objective (signs, graffiti, eavesdropping on conversations between NPCs etc.). It has objective markers but you can turn them off in the options and on the hardest difficulty, turns off the map markers by default.
It's worth noting that this sort of game design does require extra thought and work by developers so players aren't blindly searching for their objective. Laziness might play a part in why developers would prefer to just give quest markers.
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