Try this: Skyrim and Fallout games have mods which give you an alternate start where you pick a background and basically quickly make your character. A cool thing about these kinds of mods are that some of them don't give you the main quest, essentially making it so that you don't have any goal till you wander around and find someone and take their quest. You location is also randomised based on your character's history in the selection screen so you could end up in the middle of nowhere and are forced to wander around and take in the world. Fallout New Vegas also has a hardcore mode where there's survival mechanics and while those might be annoying to most, I think it might make you intentionally look for buildings where there might be supplies on your way to somewhere else.

Similarly for Minecraft, beta versions did not have the End dimension and no Enderdragon. So beta Minecraft is also a kind of aimless game where you have to 'live' in the world by building your base, growing your crops, etc. I recommend something like Minecraft: Better Than Adventure which builds on the beta builds by polishing them up and adding new features.

But in the end, it's more of a mindset issue than anything. I think when you do play games like Red Dead or GTA, try to engage in the side activities or RDR2's hunting, camping, cooking mechanics.