Set someone free in a game world and they will do their best to test the limits, whether it’s finding the altitude ceiling in a flight simulator or walking up to the horizon in a game like Hunter (Amiga/Atari ST).
Often game designers will deal with this kind of behaviour by simply telling the player they will die if they stray from the path. Other times games will use story elements to account for restricted movement in the world. Mario Bros. played with your expectations by having hidden items and the ability to head-butt your way out of the frame in Bowser’s castle.
Then there was Starglider 2 for the Amiga. I bought the game second-hand from a market stall in Dartmouth, Devon, where I grew up. You could point your spaceship at the sky in Starglider 2 and leave the planet’s atmosphere. The sky changed colour as you ascended and then went black as you entered space. You could travel through space to different planets. All this without a loading screen. I spent many hours exploring the Starglider universe. To be honest, I didn’t pay much attention to the game’s plot. I was happy exploring the endless tunnel systems beneath the planets’ surfaces, collecting alien items, and blowing up petrified trees.