EzekielRaiden
Follower of the Way
I do think there is a slightly greater temptation to prevent any loss that actually stings in a linear campaign. When there is no endpoint except what the players are interested in doing, a TPK is just a consequence of biting off more than they could chew. When you're Saving The World, a TPK is a major downer. Obviously, not all linear games will be like this, but there's an element of greater loss with a linear game, when the point, to some extent, is to see the whole thing.That's only true if you can't lose. Far as I know, nothing about a linear campaign mandates that.
Looping back (heh) to the "rollercoaster" idea from earlier--linear in its best form--it would be like if you got onto a coaster, and got halfway through it, only for the ride to shut down safely. You have to get off the ride, and you never get to see the end. It didn't hurt you, you didn't suffer (other than maybe some dread stuck in the car for half an hour or whatever), but you clearly missed out on a lot of the experience you were there to get.
And I think that segues nicely into the inverse pitfall for the open game, for which sandbox is the best form and wasteland the worst. The temptation with the open game is to avoid making anything that might ever appear even slightly like it pressures the party to do something--but that leads directly into the "empty" feeling, where it's just a whole mess of completely disconnected points-of-interest, but a lot of the interest gets sapped away by needing to ensure they're just one-off oddities. Where the linear game tempts the GM to take away undesired consequences, the open game tempts the GM to take away structure and interconnection, leaving only novelty and curiosity as motives.