Seeing Shadow Moses reminds me that, outside of Metroidvanias or puzzle games, we don't get a ton of games anymore set in one interconnected facility anymore. At least none that I can think of at the top of my head. Everything has gotten bigger and open, even MGS itself.
Agreed, one of my favourite things in games is a really nice, dense environment where you explore every nook and cranny. Quality>quantity. It is why Asylum is still the best Batman game.
Dark Souls is a great example of this. Even if it's not a single "facility" per say, it never really felt like an actual open world to me... It just felt like a giant interconnected place (which is fucking great).