Everquest, SWG emulators, and a few other games I will mention down below might be up your alley: You can wander wherever you'd like (almost - but it absolutely is not a themepark with you being whisked off to level appropriate areas whenevrr your told to), and your free to set your own objectves. Regarding EQ; I wouldn't recommend the two current ones if yur looking for solely action based combat (and their pretty dated), but EQN os being deved right now and that will be an action paradise with some Minecraft/LU thrown in and free roaming.
Pathfinder Online is an alternative to EQ: It is "D&D 3.5 continued" if you will, with free roam, open ended character development (there are still classes - read up on Pathfinder for more), city building and more. Also in dev.
Lastly, you have SWG emulators and the Repopulation. SWG is the closest you are looking for with an action combat system and pure open roaming, but it only exists now as private servers. The other (and more recommended) game is the Repop, which is a "spiritual sucessor" if you will to SWG, and... no classes! Just ES like skill leveling, minecraft coty building and SWG gameplay. And yes: it's in dev.
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I might also add Westeroscraft. It's in development for Minecraft and converts the game into a sandbox like MMORPG set in the Game of Thrones universe. The first rendition of the RPG module is coming soon. Check that out too