2039 Should have an open-area structure like Exodus
In my opinion, open-area is the best structure that the Metro games have had, as opposed to linear or open-world. And I'm usually big on open-world games, I love exploration and the ability to go practically anywhere at any point. Linear I can really enjoy, as long as it's done properly.
But with a series like Metro, I feel like the world is so fascinating and unique to the point where just having a linear structure can only be so interesting for so long. This is one area where I think Exodus really shined. There's a couple of large areas with plenty to loot and discover. Then, there's segments like the taiga and city, which put you on a more narrow path. This combination works so well because you don't feel overwhelmed by the freedom of a massive world to explore, but you also don't feel constricted or lacking in choice. And most importantly, the story and cinematic element doesn't suffer as much as it would in a truly open-world game.
This formula would also work perfectly with 2039. With the scale at which it seems the game will be presented, open-world would probably be the typical route most franchises would go down, as it's easier to absolutely pack an open-world game with content and offer 30-40+ hours of gameplay. However, that formula may not fit Metro. As mentioned before, many open-world games tend to struggle with keeping a proper story going. And Metro is known for... well, the metro. And the metro is always going to be inherently linear.
Arguably the best way to please those who love the first two games and wish for a return to the classic structure, and those like me who loved Exodus for its exploration and variety, would be to return to an Exodus-like structure and just add more segments actually revolving around the metro itself. In my opinion, it wouldn't make sense at all to go back to an almost entirely linear formula even if that's what a lot of fans want. Imagine playing a game like Exodus with 16-20 hours of gameplay (and that's without 100%ing), but you're stuck in a bunch of tunnels the entire time. I feel like that'd get fairly boring. And 2039 is likely going to be even longer than Exodus. They'd have to pack some S-tier gameplay and environmental design into every single inch of the game for it not to get stale.
That's just my take though, I'd love to hear your thoughts! And I wouldn't hate if the game went open-world, again I'm just not sure if that'd work for Metro or not. Maybe it could because this is a new story which isn't tied to the conventions of the novels, but we'll see what happens.
Edit: Fixed grammar.