With a human DM, you either pick between a list of adventure hooks or you delve into a bunch of random tables.
I usually don't deal in either, and I run my game for 8-16 hours per week.
You could theoretically pack up and go to the elven kingdom, but since you know it doesn't actually exist yet, there's nothing there to entice you. Also, you know that the DM's interest lies elsewhere and the other players have their own agendas keeping you where you are. DA:O gives you real options and doesn't put any pressure on you what order you do them.
In my sandbox game, the action is where the players make it, or if anything is happening somewhere in the setting. The players can go cause trouble, deal with troublemakers, build a city, destroy one, or anything else they decide to accomplish. Of course, they need skill, luck, and creativity, but it's possible.
My last setting had a full continental map from the beginning, even though they mostly dealt with a single country. I soon added other continents, even though they didn't use them for a long while. If players see the continent of Foraldren, they know that Nissalli is the elven country that is on the southern side, and that it's warring with Salik, the troll nation to the north, which is also battling with the dwarven country of Kalamane on the northern side. All of these nations, in turn, are teaming up with the other immortal races to battle the invading demons (from Sayreshi), in the great Theyline Forest on the eastern half of the continent, so that the demons don't breach the Gates of Neecro and reach the Everlasting Song, which gives the immortal races their immortality.
The players knew this was going on long before they interacted with it. Each of these nations (and the Theyline Forest) is also filled with cities and towns, and filled with people with their own goals. And we didn't touch on Utopitres (another continent), and the various other things happening on it. And, of course, there's the nefarious plots on Param (the continent where they started), political maneuvering, settlements being formed, negotiations with the "savage races", and the like. And, of course, there's all of the other realms, such as Equirous, the dream realm, and the two continents it has on it, Joyant (the dream continent) and Kanevacanire (the nightmare continent). And, on top of all of these, there's all of the more "mundane" things going on: someone owes money to a moneylender and is in trouble, a charming conman is trying to escape town, romantic interests, managing a family, and the like.
I have tried to run a game where the players could follow their own lead and it was really stressful. Free rein is an illusion with a human DM just as it is in DA:O, but DA:O's illusion is better.
This is definitely going to vary from group to group. Sandbox play may not be for your group.
You can definitely create a living, breathing world, though. The players can definitely pursue their own goals and interact with that living, breathing world. You don't make a storyline or plot the main focus, you make an engaging setting with creatures with their own goals and motivations, plop the PCs down into the world, and then See What Happens.
They can engage with the setting, and experience the consequences of that engagement. Free rein is not necessarily an illusion, in my opinion, because I run a game where I would completely buck against it being labeled that way. I push no story, I have no endgame in mind. I'm here, running the world, having NPCs act the way I think they would based on their exposure to the setting I've created. When PCs act, the NPCs react as I feel is appropriate, much as PCs react to progressive acts by NPCs (based on what I feel is appropriate).
I never play with a mindset of "the PCs will need to accomplish X" when I run my game, and the players know that there's nothing I'm going to prod them to do. There's no "they should do this" or "they need to do that" in my notes. Hell, I basically don't have any notes! If I do, it's names of NPCs, dates, or maybe hit die/brief description of a creature.
It's something that appeals to some players, but games that are led by players choices are often very fun, interesting, engaging games. They are not stressful to my players (they just pursue their goals, and those goals are set organically in play), and it's definitely not stressful to me (I have absolutely no "GM homework" each session, because I have nothing to plot out, prepare for, or the like).
I get that it doesn't work for you (from what you've tried), but I can say in completely humble honesty that you are mistaken when you make a statement like "Free rein is an illusion with a human DM". That's an objective statement that just doesn't hold true to many GMs, such as myself or [MENTION=463]S'mon[/MENTION].
So, again, we'll have to agree to disagree. Our anecdotal evidence is too different, but I do feel mine counters your broad statement. As always, play what you like
