Wow, I think most of you don't really understand what true open world means and why it absolutely doesn't work for horror games. Before you praise open world in horror games perhaps you should present an example of a horror game providing a true open world where linear gameplay is 100% absent and you're free to approach objectives completely as you wish. I can assure you that it doesn't exist, because every horror game that includes instances of "open world" (like Evil Within 2 and SH: Downpour, for example) are actually not true open world games. The "open world" in those games are just temporary areas that temporarily delay the main linear storyline. They're not the main structure of the game, since both earlier and later parts of the game make those areas inaccessable. In true open world games, the open world IS the main structure of the game and every part will be accessable to you at all times. Even if you unlock new areas, the former areas will still be accessable. Another thing that's common for open world games is that the world will be explorable even after finishing the main storyline.
True open world games are games like Grand Theft Auto, Horizon: Zero Dawn, and The Elder Scrolls where the main quest, although larger in scale, is treated just like the other quests. You can go back and forth, take on another quest, or just chillout.
This is why the "open world" segments of The Evil Within 2, for example, come off as cheap and totally unnecessary. They are temporary fillers that create an illusion of a non-existing open world. And besides, every side quest was exactly the same: Find the source of a radio signal that belongs to some dead soldier, over and over again. Of course, it's totally fine if you like those segments, but you can't call them true open world since they are only temporarily accessable. They are, essentially, part of the linear storyline. Besides, open world is more than just side quests. In true open worlds you're usually allowed to sleep, eat, go training, or just simply chillout and explore the environments without any incoming threats. Try adding that to a horror game. Like I've already stated above, please give me an example of a horror game providing a true open world where linear gameplay is 100% absent and you're free to approach objectives completely as you wish. I can assure you that it doesn't exist.
The only horror game that has actually tried to make a true open world is Deadly Premonition, and that game has LOADS of problems. And if you break it down, it's actually more of a mystery detective game rather than a horror game. All in all, Deadly Premonition is a perfect example of how difficult it is to make a horror game with a true open world.
I'm sure its possible to make a good horror game with true open world, but it would be very, very, very, very difficult.