The tendency to perceive meaningful connections between unrelated things, or in random and chaotic stimuli to seek and find patterns even though they are there by chance. There are 3 approaches to apophenia in games. The primary and oldest is to create guardrails; invisible walls, restricted terrain and movement options, etc. Prevent you from looking behind the curtain and exposing the truth of Oz. The 2nd most common, endemic to "open world" experiences like the above examples, is to neglect it as a possibility. Thus the 10/90 experience of disappointment. Finally, rarely done by comparison, especially in open world and never to my knowledge in AAA games, is embracing apophenia through a certain minimalism and things left to interpretation and imagination.
In the first case, inevitably players will break the bonds and end up behind the set dressing anyway. Glitch hunters and speed runners will strip this kind of game bare not just to the skin (intended cheeky secrets like the skull locations in the original Halo: CE), but to the bone, seeing undecorated exterior extraneous geometry and uninitialized extra stored assets and other backstage viscera. This experience ultimately reminds you that it's a game, a limited lie for your senses.
In the 2nd case, games such as the Horizon and Zelda games mentioned above, apophenia can't survive the exploratory impulse, even though the general game world illusion can. The result is disillusioning in an even more disappointing way, because there isn't even the satisfaction of dissecting the flayed bones of the experience. Only the sense of wonder is flensed away, leaving a raw spot which wanted but was punished instead of being satisfied.
For the 3rd case, I can only think of Elden Ring, Dark Souls, and other Miyazaki directed works. That is, in the AAA sphere. Loose ends are everywhere. Everything almost fits but not quite. It's intentionally set up to encourage people to make up wild shit, and glancing at YouTube, boy oh girl oh enbyfriend do they ever. This approach is more common in indie games where there is less of everything. It can be overdone and crash into the 2nd kind too, see five nights at Freddy's after too many sequels.