More than letting them breathe, I was so disappointed that GTAIV reverted back to pre-San Andreas mission design of "go here, do this, drive back, mission over." Sometimes you didn't even get a "drive back," the mission just ended. On the few occasions where they layered the missions a bit like using the internet cafes or calling that guy so he picks up the phone and you can snipe him from a roof top, it was a breath of fresh air.
Again, I point to the failings of Three Leaf Clover: You don't plan the heist, you don't acquire weapons/armor, you don't acquire the getaway vehicle, you don't park the getaway vehicle, you don't rush the bank, you don't control civilians, you don't break into the vault, you don't bag the money, and you don't transport the money from vault back out to Packie and the boys. All simple events that build up to the shootout through the streets + subway tracks, and build tension because the player would be in control during all of these pieces. I feel like San Andreas was much more "hands on" with those major missions and made better use of interior locations. I just want to get back to that.
Come to think of it, this was an issue I had with Sleeping Dogs as well. Though that game had more standout missions, they were much too short and lacked in player agency aside from fighting and shooting. It's the small things that ultimately flesh out a mission and make them feel more like "events leading to events" rather than kill rooms.