Missions being straightforward isn't that big of a deal, although it would be nice to once in a while be told what you need to do and its up to you to find out how you want to solve it.
What bugs me though which I see a lot in GTA is the missions throw curveballs at you similar to how a movie builds tension. Its nearly impossible to beat a mission the first time through, you have to play it once or multiple times to find out where all of the gotchas are, then replay to avoid the gotchas. What they call DIAS style play, or DO IT AGAIN STUPID style.
For example, you have to catch someone in a car chase, at a set time say 2 minutes in an ambulance flies across the screen cutting you off for no reason and allowing the car to escape. So you have to play the whole mission again, this time anticipating the ambulance even though there isn't any reason for your character to do so. Or the example above where your prey is indestructable because killing him too soon would mean you miss out on some long orchestrated chase scene the director had envisioned for you.