The genre term for this type of game, lacking in explicit goals or win-state, is Walking Simulator https://en.wikipedia.org/wiki/Adventure_game#Walking_simulat...
A recent one that many love is called A Short Hike https://store.steampowered.com/app/1055540/A_Short_Hike/
IMO the defining feature of a walking simulator is that they have no actual mechanics. Many games tell stories through exploration, finding audiologs etc., but they usually have other gameplay mechanics like shooting, puzzles, survival, whatever. Most gamers see gameplay as pretty essential to the medium.
A walking simulator strips all that away and leaves only the most basic possible mechanic: walking around. Most don't even let you interact with the world or with characters. I think this precludes this game from being a 'sandbox' as the article suggests.
Of course, in 2007 the genre didn't yet have a name.