That's because the story was about a pilgramige. Why should they allow you to take multiple paths if you're supposed to be going on one path?
And even if the other FF's had world maps, they were just as linear. It was rare people would go back to towns after they left them until they got the airship, same goes for FFX. In most cases the whole world map thing SEEMS like it offers non linearity when it's essentially walking on one path. Rarely are you faced with multiple locations in one area. If you're going someplace, chances are, it's just around the corner.
I find the complaints about FFX lacking a world map ignorant. You're doing the same thing you'd usually do, it's just that instead of have a big ass head popping out of a forest or mountains, you go through those mountains and forest.
If you want a non linear world map play Dragon Quest VIII. Now that's non linear.