AU CONTRAIRE!!
As far as I can remember, every JRPG HAS to tell a story, but you can explore here and there. sometimes the variety of places is huge, sometimes, you may even get lost, but the story will end up appearing sooner or later.
Non linear is more like those sandbox games, IMO. they have their story, but you can do everything else in the game. I don't remember jrpgs being like that...