Shadowgun Legends isn't quite an open world FPS, but it's the game that hits a number of the key bullet points. Madfinger's ambitious effort combines tight FPS action with a sprawling mission-based structure, all launched from a free-roaming hub.
It's also got a bold futuristic world and larger-than-life NPCs to interact with, not to mention a multiplayer mode - which Rage 2 conspicuously lacks.
Maybe it's the colourful post-apocalyptic wasteland setting that you like about Rage 2. It's been compared quite a bit to the Borderlands series, and not only for its first person loot-shooter mechanics.
Tales from the Borderlands isn't an FPS, but it is an enjoyable adventure game set in a universe that isn't too different from Rage 2's.
Okay, so Ashworld isn't the best game on this list. In fact, it's quite comfortably the worst. But it's also the game that arguably hits that Rage 2 feel better than any of the others.
In fact, you could almost look on it as like a 2D version of Rage 2, with top-down 2D open world exploration through a Max Max-like world, and tight 2D action-platformer sections when you stray indoors.