Maybe one aspect of it is that at its core, ultimately there isn't any thrill of the unknown, because with it all being generated you quickly get to the point where it is known.
With a game that has all hand-placed content like Skyrim, there is thrill of the unknown at least on a first playthrough because who knows what's over the next ridge, could be a hidden magical sword in a tree stump, a little shack where you discover somebody got mauled by a bear, a chest hidden among the reeds under a bridge. Cool things to find all over, and you expect there to be cool things to find because you know it was designed that way, for people to be surprised by cool things all over.
With procedural generation the way NMS is doing it, you learn all the elements there are out there and simply know that over the next ridge, there will either be more trees or more ocean...nothing really very surprising or exciting. There will be a cave and maybe it will have a cool shape, but there won't be anything in the cave that's thrilling and unknown because you've figured out how these caves are generated and what they look like and how they all dead-end.
I don't excitedly generate new Minecraft maps for the thrill of the unknown because I know what the deserts look like, what the tundras look like, what the forests look like. I know I won't see anything I haven't seen before, because I know how it is generated.