Is it worth playing the other two GearHead games?
It depends on your tastes. The other two are very much old-school Roguelikes: lots of keyboard commands, kind of opaque, and filled with horribly unfair situations. They are also open world style games. They use a clock-based activation system which is often misunderstood by new players, but according to at least one person on the GearHead Discord it captures the "woosh"-y feeling of mecha anime. GH1 and GH2 are free downloads so if any of this sounds appealing I say try them.
I don't know what phrase to use to describe it. There are short to medium sized adventures; the PC has freedom to explore and interact with these adventures as they see fit. But "Open World" usually describes a single large world. So it isn't that, but it's something related to that, if that makes sense.