The fun part about linear games is that your character drives the world and the action, and there aren't many parts in a linear story where you have a drop in action or entertainment because you aren't sure what you need to do next. A well told story is highly entertaining and drives the linear game. In most sandbox games there usually is a little bit of a story, or in some, a very good story, but they don't typically last long enough to keep that massive sandbox world interesting once they conclude. Examples of this for me are Assassin's Creed and GTA4. I really got into the story in both, and was interested in both. However once they were done there really just wasn't much left that was all that entertaining in the massive sandbox world that remained. So both felt wasted to me without there being any more compelling reasons to keep playing in those sandboxes other than because they were there. So honestly a big old sandbox that ends up being deadspace is in my opinion completely worhtless compared to a compelling story and interesting linear plot. Much the same is true I find in MMO's which after awhile just become really large, really boring spaces with nothing all that interesting or compelling to do in them. More and more I find myself with a greater affinity for games that might only tell a linear story, but do so well, and have the courage to allow their game to end, than with the MMO's and Sandbox titles that end up leaving me feeling like there was an unfulfilled promise that never was realized.

As an aside I think the sandbox titles will get better once developers are more willing or able or both to fill those sandboxes with a compelling game than they are now. But as it stands almost all games are rushed out to market to please the money men so it may be awhile. My 2 cents.