Honestly I don't get the idea that Prime's environments are at all "gamey" either. They don't feel forced to fit a theme, and a ton of work was put into tying them together through shared elements like Chozo art and architecture and Space Pirate installations, and there are subtle elemnts that hint at transitions like the heat venting from the ground in the lower parts of Tallon Overworld that lead to Magmoor. Some areas are "physically" connected, like the sunken frigate, which I guess would be the "water" area, which feels well justified and is actually physically connected to the rest of the area, or the view into the impact crater from the elevators in the Phazon Mines, which of course isn't really connected but grounds you in the setting and makes some logical sense. Phendrana feels a bit disconnected I guess, there isn't a strong transition between it and Magmoor, but it continues so many elements from the Chozo Ruins that it doesn't feel inconsistent.
I actually think that Corruption has the least well executed envrionments in the trilogy sadly. I struggle to remember a single room from the Pirate Homeworld aside from that main courtyard and the room where that giant worm thing was being dissected. The later portions of Bryyo weren't great, IIRC a large part of lower Bryyo was taken up by basically a big square of corridors connecting a couple of repeated Space Pirate installations you had to take out. The icy area there was neat but very small, and talk about your jarring transitions. Skytown is awesome conceptually and its exteriors are gorgeous but its interiors were pretty repetitive from what I remember. I think Echoes had stronger environments at least in the light world. A lot of Agon is kind of bland, but Torvus is brimming with detail and is really solidly constructed in general. Sanctuary Fortress is nuts and has the most abrupt area transition in either of the first two games, but everyone forgives it because of how hard it allowed Retro's artists to flex. I have mixed feelings on it, but it styles on the Pirate Homeworld for sure, and has much more variety than Skytown.
FROM goddamn rules. Prime is my favorite game of all time, but Dark Souls is in the fight for second. I think Bloodborne is the apex of their art direction so far, but Dark Souls has a Prime-like groundedness to its connected setting, and crazy variety with few real misfires. Sekiro was a disappointment to me from an art direction perspective. As much as I loved how Bloodborne looked I hope its nightmarishly intense hyperreality isn't the basic template for all of FROM's games going forward. I didn't like how it overtook Dark Souls III's look, Dark Souls was fantastical but still more neutral and DSIII felt too much like a Bloodborne derivative. Wonder what Elden Ring will bring.