Well..because they said this
Studio president Nick Baynes calls it
gamingbolt.com
"I think the way that we would describe Mafia 1 and 2, and I think a lot of fans would, is it's a linear adventure that's set in a world around you that you can go off the beaten path and explore, but really the game's taking you down that path of the story. So I think if you use Mafia 1 or 2 as touch points of what it's like, that's certainly closer than Mafia 3."
And yes, that means it's not quite an open-world title, at least not in the "strictest sense", per Cox. Baynes added, "The way I describe it is you're not going to be playing Mafia: The Old Country and going off and doing endless side quests and doing activities in the world.
"We want players to go through and experience a story, but set in this beautiful world. And if you are going along a path and want to go over here and explore, in many cases, you can do that because the world exists around you. But we're encouraging you to go through the story.