To be free

because the animals are not in their natural habitat, and are in enclosures rather than roaming free in the world

The best free roaming video game Gta4 Red Dead Redemption Saints row 2 and Minecraft that i know of.

Mercury has no natural nor artificial satellites.

There isn't. You could always go back to old areas and kill the little people that spawn there, but that isn't exactly free-roaming. The whole game is a set-Single Player game. I think free-roaming would be fun for Overlord 2, but it was never made.