This was a huge part of why I felt like Knytt was so incredible: explore a vast 2D-platforming world, find your missing collectibles, you’re always at 100% of your power level. Knytt Stories levels where you start with all your stuff also work, although it’s been too long for me to remember or bother looking up what those would amount to. Obvious downside to all of this is that there’s still obstacles and enemies, yet you don’t have any real way of fighting back, so it’s not exactly a power fantasy.
…oh! Bangai-O? Not really about exploration, but otherwise…?