Anno 1800 might float your boat? Or any of the previous games in the Anno series for that matter. The campaign does very much have a story and specific objectives, but the interesting bit is the regular sandbox game:
Turn off pirates and competitors, and either turn off or ignore NPC quests. (There's no penalty to ignoring them, but they sometimes can be useful if you need money.) You'll still have incidents like fires, industrial explosions, disease, and riots, but those are influenced by factors you control, and with well-placed fire stations, hospitals, and police stations you can very much contain them so they're a non-issue.
Turn off pirates and competitors, and either turn off or ignore NPC quests. (There's no penalty to ignoring them, but they sometimes can be useful if you need money.) You'll still have incidents like fires, industrial explosions, disease, and riots, but those are influenced by factors you control, and with well-placed fire stations, hospitals, and police stations you can very much contain them so they're a non-issue.