I think the new option by hiding the toolbar and navigation is a good start.
Nevertheless in Invision it was possible to move between the pages with the < > keys, which is possible with Sketch only when viewing the artboards, but not in the prototype (here the < > keys work like back and forth in the browser)
This is something we have used very extinctively because sometimes you do not want to play through the whole prototype but just want to switch quickly to a screen a little bit later in the series.
A points that adds to that is, that with Invision it was possible to take a glance at an overview of all screens in the prorotype and quickly move to another point.
Basically those two features (overview, moving through) are based on the ability to decide which artboards you want to “release” for costumers and which should stay hidden as drafts. (I would apply this to artboards and not pages)