or Maybe I am not understanding =P

The Witcher 3 has a similar quest thing. You can be on any quest doing anything then pick up another quest and it just stays with you. You can progress it without it being your active quest as well. Essentially all Quests are active always, but they are only tracked.

Or did I misunderstand?

That sounds more or less like what I’m talking about. I rarely play any true RPGs... mostly open world/action/rpg hybrids. Every game I’ve played has a more structured kind of quest system where you start a quest, and then that is your mission until you abandon it or complete it (and if you abandon it, you need to restart it from the beginning later on). I’ve seen plenty of games break up quests into multiple steps, which basically turns into a series of smaller missions, so you can complete 1 mission, then go do a part of a different quest, then go back and start the next step of the previous quest. But I haven’t come across a game where all quests are active all the time and you can seamlessly complete steps of several different quests all on the fly. It’s cool, I like it :)

TheeChaos is right. That’s basically just how open world games work now, for the most part. Since Skyrim, at least. Horizon Zero Dawn did the same thing. I think the “Press Start to track this quest” is somewhat unique. Some games just automatically make the new quest the tracked, current quest, some just add them to the quest log. The Witcher 3 let you click the right thumb stick to track newly received quests.

The thing about games like Horizon though is that the quests all take place in unique areas, so you’d have to go pretty far out of your way to start a new quest while in the middle of another one. But in AC Origins, I’d literally be on my way to kill a target in the middle of a city, then I’d see some guy in a cage being carted through town on the back of a carriage, and I’d free him and start a new quest. I don’t remember Horizon ever giving me the opportunity to change gears like that. Not saying it isn’t possible, but I’d need to treck several miles in the wrong direction to even find the opportunity to interrupt a quest.

I was trying to think of games that do and don't do that sort of thing.

For ones that don't really let you switch between quests or take on a new quest mid mission I came up with:

• Batman: Arkham Asylum - I don't recall having the ability to choose between different objectives so much as there being the main story and then little always ongoing side quests like solving the Riddler challenges.
  
• Gravity Rush 2 - You pretty much do one story mission or side mission at a time and all the other mission markers are disabled until you complete what you are doing. I'm not even sure you can back out of a side mission if you don't like it or want to do something else...
  
• Destiny & Destiny 2 - You are pretty much either on Patrol or are on a Patrol Mission, Adventure, Strike, or Story Mission. You can back out and do something else but beyond checkpoints for Raids, mission state is rarely saved.
  
• Fable 2 & 3 - I think both of these were basically one mission at a time. Could probably switch missions whenever but I don't think you could start another mission while you were already on one.
  
• Assassins' Creed: Black Flag - Seems like you had to back out of a mission to get back to the open world where you could select a new mission.

But for games that do allow you to start and stop I came up with:

• All the Mass Effects. It is perhaps clearer in Andromeda where you can designate an actively tracked mission, but even in the original you could leave Novaria and go back to Feros most any time you wanted to do another piece of the various missions.
  
• Batman Arkham City and Knight - I know you could pick which mission to track in Knight, and it seems like there must have been some mission system for City or else how would you know where to go to encounter Bane or Mr. Freeze or any of the other side missions?
  
• Skyrim / Fallout 3 & 4 - Many many quests going at once and you could select one or more to be tracked on your compass.
  
• Witcher 3 - Can select a mission to track but all the other missions are there as well. Early in the game you are heading to an inn as part of the main story but pass by a deserter tied up on the road, for instance.
  
• Horizon: Zero Dawn - Certainly some quest givers can still exist in the world while you are on a mission. For instance, I was on my way to the snowy area with the skyscraper you climb to see the conversations about the robot swarms going out of control but I would pass the guy with the Focus I previously saved and he'd shout at me to help him save his family or some such thing.
  
• GTA IV - You could pick an active mission and I think you could even leave to do something else can come back with your mission progress saved or at least checkpointed.

So I think I’ve failed in describing exactly how fluid the quests in AC Origins are, because what you’re talking about in games like HZD or GTA V is not the same. In GTA V for example, there are fail states beyond dying. If you’re supposed to be chasing your son down the highway, but you drive off and do something else entirely, you fail the mission and revert back to the start. The AC Origins equivelant would be if you were driving down the highway chasing your son, then you look down at the street below and see a robery in progress, so you jump off the highway and start the robery mission instead. And when you’re done, you drive back to the highway and your son is still there, just as you left him, and you pick up that chase again almost seamlessly.

Does that make sense? I really should record some videos lol