General anxiety is a common mental health condition across the world, with many barriers preventing people from accessing treatments. A growing body of evidence suggests that serious games offer appealing and effective solutions for anxiety. Despite their potential, an understanding of game design qualities and contextual game mechanics in game-based interventions are significantly under-explored, especially for general anxiety. Alternative and emerging game genres may offer new intervention approaches previously overlooked in digital mental health research. We use story-led exploration games, particularly the environmental storytelling walking simulator game genre, as an analytical template to understand new game design strategies and features that can potentially enable engaging and efficacious serious games as interventions for general anxiety. Using semi-structured interviews and thematic analysis, we summarize input from expert clinical participants who identified and evaluated several game design qualities towards developing walking simulators as potential serious game interventions.