The only invisible walls that exist in this game are
1) the ones preventing you from going out of world
2) the ones preventing you from going to places where important quests happen
Number 1 practically exists in all open world games except for those located in islands where you will swim infinitely never really going anywhere (GTA does this).
Number 2 is pretty much only in Horizon but OP makes it sound likes its a common thing... except for one edge of the map i couldnt get access to very very early in the game (where an important quest takes place later on) i never encountered any of those things again in my whole 50+ hours of playing the game.
As for the climbing anywere thing only Zelda lets you do that, no other open world game that i know off lets you do that... (not Skyrim, not GTA etc), if anything Horizon actually has a good ammount of places that you can climb and those where you dont have that option you can still get arround by jumping from one place to another, since you have a pretty big jump unlike any of the games i mentioned before.
