Except that there are games, like Kerbal Space Program, where this really IS just an option given to you - “Would you like everything, or would you like it to be unlocked as you play?”
The second was a recently added feature that proved immensely popular and which the vast majority of people choose even though that is literally ALL it is and the game quite explicitly asks you “do you want these things to be locked? Well, tell us if you ever want them to not be locked anymore, ok?”
Many games put a little bit more of a barrier in front of you than that, but there’s not been much evidence it’s needed. If the players are given the option of “have a sense of progression or unlock things immediately”, those who prefer the first almost always seem to choose it.
What we COULD do is have this attached to a specific World, so you could unlock scenarios as you play that specific world, but when you create the world you could choose to unlock all the scenarios (or maybe specific ones) from the get go.
Personally, the primary point of locking the scenarios will be to prevent spoilers and provide a sense of accomplishment, I don’t see many players disabling something that did that unless they already accomplished the goals previously and want to avoid repeating them (say, if they downloaded a new copy of the game)