A game does not have to be open world for it to be good, and I can think of no tangible benefits an open world would bring to Pokemon. Especially not when looking at the Wild Area, which is the closest the series has gotten and is looking to be a complete mess that adds no real value to the way you encounter Pokemon or travel from place to place. You're still going to find Pokemon in the tall grass, or in water, or have them pop up out of nowhere for no discernible reason. All an open world would do is make it take longer to find things, and time wasting is time wasting, no matter what the scenery looks like. Hard pass on that. So many franchises have added open worlds to their games to cater to the trend, whilst failing to realise why the trend is so popular. It's not just having it there for the sake of having it there, I can tell you that. The illusion of freedom is nothing more than that: an illusion. All you'd be doing in an open world Pokemon game would be taking longer to explore a large empty space with Pokemon encounters in fixed locations. It's really not adding value to the experience.
Whilst connecting the regions together narrative-wise wouldn't be particularly difficult - Pokemon stories are basically always Gen III's story again, and they could just bring back Team Rainbow Rocket for antagonists, problem solved - actually having them all in one game would require a complete change of the structure of the game and how you progress. Unless they were completely segmented until you cleared the region's league - i.e. what you have in one region you cannot transfer to the next - the only way they could manage level scaling would be to do away with levels and stats entirely. Even if your opponent's levels matched yours, by the time you got to the second region you'd probably have Pokemon in their 50s at least. You'd go through half the game with Level 100 Pokemon. They could dial back on the EXP gain I suppose, but you'd still run into problems with balancing opponents.
One thing such a game would need is customisation options, though. Lots of them. Speeding up battles, skipping cutscenes and text...a multi-region title with Game Freak's frighteningly archaic game design wouldn't really amount to much I don't think. Rather than mods, a quest design system similar to what Assassin's Creed Odyssey has might be more accessible too - not everyone has the technical knowledge to make good mods, and honestly I can't see how they'd work on the Switch. Giving a basic template for quests with the option to expand on that with more detailed options if you know how to do it would be the better way to go about it. Or perhaps allowing players to design their own Gyms? Link's Awakening toyed with this idea, inspired by Mario Maker 2. No reason this couldn't work with Pokemon titles with some tweaking.
Honestly, for an idea like this to work, you'd be looking at a spinoff title, with a AAA budget and a much more competent development team than Game Freak, and it'd probably take at least three or four years for them to make it. A game like this would also need a better narrative than Gen III's AGAIN to back it up, as well as a ridiculous number of sidequests to break up the monotony of the gameplay. Some environmental puzzles wouldn't go amiss either. Give it to Square Enix's Dragon Quest development team and I'd be willing to bet they could pull it off with style, though. The ability to change between 2D sprites/3D models and classic/orchestrated music like Dragon Quest XI S would make any Pokemon game significantly better than anything else that has come before it, although there is no way Game Freak would have any clue about how to do this...although it CAN be done and for a series like Pokemon it SHOULD be done.
The idea sounds nice on paper, but there's no way that Game Freak could make it work, even if they had every resource possible at their fingertips. That's not the kind of game they make.
