Not really; I love Planescape: Torment (and even replayed it recently, enjoying every moment).
Me, I thought that Bioware did a good job of making me not miss an open world, except for that first town with the little grass arena to the north. That place felt contrived and full of arbitrary boundaries, but the rest of the game felt perfectly normal, less closed-in than Mass Effect or KOTOR.
As someone already mentioned: Denerim? You have this supposedly massive, bustling city, and all you really get to see of it is a (practically) deserted marketplace, a deserted (supposedly tightly packed) alienage, and three back alleys? Contrast and compare with Sigil in PS:T, which does a far better job of making the Hive feel like a busy, breathing city.
The only comparatively well-realized area in Dragon Age (in my opinion, of course), is Ostagar; the limits to the area make sense within the setting, and it manages to feel alive for the short period one spends in it. It’s probably no coincidence that it is the first area of the game after the origins.
Paranoid, antisocial hunters (and yet culturally superior) pretty much describes Elves in 99,99% of all fantasy settings, IMO. The alienage elves are interesting; but could just as easily have been humans with pointy ears.
They weren’t just short people with Scottish accents and a love of ale and gold, they had a highly structured culture with a way of life that was very little like that of the humans above. The caste system, the ancestors and paragons, their earthsense, the unknown burden, the shapers, the cutthroat politics.
Instead they are short people with gruff voices who love ale and lyrium? Given that the main NPC dwarf in the game is an ale-swilling beserker, I am less than impressed with how unique their dwarves are.
Which really hits to the point of what I miss: the lore in the game is insanely detailed, but it has precisely zero impact on anything that actually happens in the game. Sure - you may get a few snarky remarks from characters if you start out as a casteless dwarf in the game, but ultimately it changes nothing about the game setting that the lore would have you believe. The same way being an elf in the game has zero impact other than a few embarrasing moments for the humans you encounter. Anyone who has experience being discriminated against would laugh at the portrayal of the plight of the elves/casteless dwarves in Dragon Age.
It’s the good old Show vs Tell: Dragon Age tells of this wonderfully detailed game world (99% through codexes, which ought to have been a red flag for them); what it shows through its story is a game world that could easily be replaced by pretty much any generic fantasy setting without anyone noticing the difference.
If I’m to point to one aspect of the setting that I think is well realized, it’s the Magical bits. The Templar-controlled Mage setup is relatively unused, and consequences of the lore is actually woven into the story - both through some major questlines but also in a large number of minor encounters/discussions. An (hopefully not too spoilery) example of the latter is the discussion about mages that you can have with Sten… if you are not a mage (at least I was unable to get it when playing a mage). Others include the constant tensions and interactions between your various mage/non-mage companions based on this aspect of their background.
As I said, though - despite my criticism, I still enjoyed the game a lot. Perhaps the reason why I am not impressed by the game setting, is that I compare it against fantasy literature in general, and not just the rather limited depiction of fantasy settings in games.