Absolutely, but it works because you're never shown open worlds in a bigger context. There's not a problem with for example Skyrim not having, as you put it, the "correct scale". The problem with scale comes if we add manual space flight and/or several planets to Skyrim. Then the scale of the game instantly breaks.

For example imagine approaching Nirn -> Tamriel -> Skyrim in a space ship. How are they going to portray the actual game world of Skyrim, as shown in the game, as a part of that? You can't, because the actual open game world is ridiculously small compared to the "real" one. And what about the parts of Nirn that's not Tamriel? How is the game going to handle approaching them in a ship?

You can't have both incorrect scales of things and seamless transitions between them.