Because they can't go north right off the bat. They don't like that there are things in the game they can't kill at level one with a varmint rifle. So they have a hissy fit and complain that the game isn't open world. As for there not being enough to explore, well they aren't tying hard enough, again it ties in with things to hard for them to kill. Also some people don't play New Vegas as an RPG but as a FPS.
The funny part is, if they had stopped and thought for a moment they would have realized that you actually
can go north right off the bat provided you do so carefully. In fact, you can enter the hills outside Sloan and follow them to the 188 Trading Post, with no encounters aside from a couple of easily killed Bark Scorpions.
@the OP:
One thing you'll find right off the bat is that you'll need to be more careful at low levels, as most non-DLC encounters are not leveled to the player. You
can still go anywhere you want to, but some locations are insanely dangerous for a low-level character. Which is part of why some folks call the game 'linear', since they don't like the idea that there are places that a low-level character really shouldn't be poking around in.