Since you've beaten every game and liked them all, I'm wondering what it was that differentiated Triforce Heroes from Four Swords and Four Swords Adventures as far as being designed around individual levels. I haven't beaten TH or FS so I don't think I have a very clear view on what makes the "Mario World" design better in FS or FSA better than TH.
That's a great point, especially since I would rank FSA as probably in competition for my top spot. I love FSA.
(The original FS I liked, but don't judge by the same measurement - to me it's really an "extra feature" to A Link to the Past)
FSA returns us to the world of Link to the Past, which to me was the quintessential Zelda game as a kid. I got back into Zelda only recently and after years of only having played the first 3 games, so the Ocarina 3D style - which I have learned to love, by the way - is still alien to me in what I think of as "comfort Zelda."
FSA does have levels, but they felt big and there was a good deal of puzzles, and diversity to them. You could go into caves, climb up Death Mountain while rocks fall on you, explore villages, break into the castle while those fat green soldiers try to stop you, etc. It was linear, but there was a sense of progression that riffed on the gameplay of the single-player 2D Zelda games.
When I was a kid, my siblings had to take turns playing Zelda. We'd watch each other play. With FSA my wife and I played together. I felt like I was playing Link to the Past again, but I could share it with another person. So, a lot of it is probably how it fed into my nostalgia.
I think there is a lot to be said for the plotline, too. In FSA there was a storyline that progressed, with a twist (the obvious one, of course, but most of the Zeldas do that) The fashion thing in TriForce Heroes did misfire with me, honestly. It's more fun to sit down and think "Let's save the world!" which FSA provided.