While Pokémon might have a higher branching factor than Mario, I don't think that means a "machine can't beat it". First, I'm going to use Gen I/II (Red/Blue/Yellow // Gold/Silver/Crystal) here as "Pokémon", the game, as I am most familiar with them; I am not particular aware if the formula has changed in more recent generations.
> Pokemon is an open world game
… not really. While you can walk around, sure, the actual game is mostly linear; the order in which you explore and visit towns is mostly predetermined. (It has to be, as the Pokémon and trainers you encounter become more and more powerful, so have to progress with that.) Most of the "branches" that occur while walking around any given part of the map will all coalesce on one of the entrances/exits to that part of the map. (I.e., either you leave the town, or you visit one of the buildings in the town, or you talk to someone in the town. Mostly, that's it; my point here is that one can simplify all the "standing at coordinate X, coordinate X+1, ... etc. greatly; those positions are essentially equivalent.)
As for a goal, I would just say "AND them together, then". Or just do the Elite Four; the credits scroll when you beat them, which I think is a pretty clear indication of "win". Catching them all is more akin to completing all the achievements in the game. (And requires running multiple coordinated games, as, for example, the starting 3 are only available once, at the beginning of the game. In order to "catch them all", you need two games where the player 1. doesn't evolve their starter and 2. trades it to you. Since usually the starter is the core of someone's team in a normal human game, I think one would normally run a small game. Or find someone you trust and only briefly trade the Pokémon, then trade it back, which counts as far as the Pokédex cares. Eevee, a Pokémon that can evolve 3 different ways in Gen I, represents a similar problem: you only get one, and have to choose. (I think Gen II's breeding system might work around some or most of this issue.))
While Super Mario is perhaps comparatively easy, I would offer up NetHack. It is "open-world" in much the same sense as Pokémon: you have an explorable area, but one that is still mostly linear. There are several "sub-modes" to solve, like the article notes about Pokémon: in Pokémon, you need to explore, train, capture new Pokémon, battle; in NetHack, you also need to explore, battle, manage items, solve Sokoban puzzles, etc.
Pokémon is fairly hard to "lose"; losing a battle just returns you to the nearest Pokémon center w/ half your money gone. (That might be more of an issue in Gen I, where, IIRC, money is finite until you beat the Elite Four; in Gen II, as soon as you have a trainer's phone number, I think money is technically infinite. Regardless, simply training a few Pokémon to Lvl 100 should be sufficient.) NetHack, however, is very easy to lose; death is permanent, and requires restarting from scratch.
And NetHack has been won by a machine: https://www.reddit.com/r/nethack/comments/2tluxv/yaap_fullau...