Well, I'm over in Mexico now and have explored it pretty well and... I'm a bit miffed that there is basically fuck-all reason to explore ahead on your own before doing main story missions. Other than the two towns with the main mission-givers, everything is initially populated with a minigame or two, maybe a property to buy, and that's it.
IMO there should be at least 1 stranger mission for every main settlement that's available regardless of story progression, just by finding the town. That would have made exploring feel a lot more purposeful than it was.
Plus there's areas that are clearly sites of future struggles, but if you get there early you can just walk around freely with no incident. On my own, I found this jail in a rock face and just walked right in, guards didn't give a shit. Then I activate a story mission it's part of, and all of a sudden no one may pass, here's a ton of guards to shoot at you. Show up to a bandit camp out of sequence and everyone just stands around letting the stranger poke around. I'm sure I'll go there during a story mission where they'll shoot trespassers on sight.
Consistency would be nice. An impromptu gunfight, a "get out of here, stranger!" would have spiced up those uneventful expeditions nicely.