Honestly, it would be interesting for the choices to have more of an effect but not only it would slow down development quite a bit. It would be a massive headache to keep track of all those branching paths.
I've seen many devs try and fail at that.
Some of the explore areas need a power for you to progress, but some only have the content you see (which might be none at all)
So train with the goblin witch and see what powers could be useful in what situations.
Also the explore thing, if you go in a blank direction it will send you to some place you haven't seen before.
If you have seen all places then it will do nothing (NOTE: The game considers you seeing something across all saves, hit the REMEMBER button to see the ones you've been to).