This isn't really all that true. In Zelda 1 first quest I think only two dungeons are item locked to dungeon items. People who are good at the game can do them pretty significantly out of order. There's still a difficulty progression that makes this hard, but you can be good enough to overcome it.

Zelda 2 I'm less familiar with, but it has fewer items to lock you out in general with. I think once you get the hammer you have a lot of run of the overworld, again largely being constrained by difficulty ramping and leveling up which you can do anywhere.

Zelda 3 is considerably more linear though, it's true. You can sequence break the dark world a fair bit, but it's a lot clunkier by this point. Still, it's not anywhere near as rigid as the 3d Zeldas have been.