While others have answered your question, I just wanted to go on a tangent and add to some of the same frustration that you felt.
I hate hand holding in this game. I feel like missions trap you into playing a certain way. You have to treat the missions like they are an interactive movie experience. But otherwise, the open world exploration is fun.
For future, If you really like freedom but also need some goals and story and not just a sandbox, I would recommend trying either legend of zelda botw or totk. I think you can emulate BOTW on steamdeck.
If you can take some punishment then Elden Ring is also a great choice.