I mean, to a degree I’m pretty sure you can do the same with FF14. The MSQs are even marked so if you want to avoid them that’s easy enough.
If you don’t want to spend any money…Just do the side quest-hub quests, random dungeons, FATEs, Guildhests, Levemetes, hunter log, and gathering log.
If you don’t mind spending some cash, you can also buy an option in the shop to skip portions of the MSQ.