Branches of levels (presented as metro lines) are connected to each other to add an exploration aspect while keeping some control on the order of discovery.
The level progression is not linear but shaped like a metro map: multiple lines connected to each others, each station being a level. A new line is revealed when you reach a station where two lines cross. To finish the game, the player has to find 4 special stations. The first 2 special stations are easy to spot (2 lines away from the start), but while progressing toward them you cross (and reveal) other lines. The last 2 are 4 lines away and harder to find.
Completing all levels is not necessary to finish the story, but another reward is given when a line is fully completed (lore text and vanity clothing items).
The metro layout adds an “open exploration” feeling to the selection of a level: you progress to try to get to another metro line, from which you hope to find one of the things you have to collect to finish the game.