When you got the option, did you chose to go to New Game+ right away or stay behind and finish the rest of the game first?
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Personally I went for the Story to finish it and started NG+ for Sidequest, Factions etc.
So far not regretting it, but I may be biased since I like to play Early access-Titles in which it is common to start over again with new updates.
But I don’t see any harm in finishing the story focused, nor in any other way, it’s up to the player :)
