You DON'T need to follow the orbs in order to unlock the narrative sequences. True, by following the orbs you'll get you to the right locations in which to trigger the narrative sequences, but they will trigger regardless of whether or not you followed an orb to get there. So when Tim Turi mentioned that he followed an orb back to a house he'd previously explored and saw a narrative sequence he didn't trigger before, it's because he didn't explore every room of that house and missed the trigger point.
The ONLY exception to this rule is that there's a "final" narrative sequence in each chapter which can only be triggered by first unlocking all the other narrative sequences. You'll know when you've unlocked it because there's a very specific sound cue: eg, in the first chapter the church bells start ringing. And once you finish exploring the source of the sound cue, something very unique and obvious happens to lead you into the next chapter.
Also, while following the orbs is really just a subtle hint/quest marker system for those who are stuck, it doesn't really interfere with the sense of exploration. If you just blindly follow the orbs around the game, you'll probably miss about 70% of the game's content, because the orbs don't lead you to radios or telephones that reveal even more narrative context, nor do they lead you to every location within the game, where you'll discover more environmental clues that contribute towards the bigger picture, or to the shortcuts that allow you to backtrack through the entire game at rapid speed.
Some more general thoughts:
I can't say the slow speed bothered me. I find many so-called "walking simulators" to be hugely nostalgic experiences, especially Rapture because it perfectly captured a time and a place that mirrored where I grew up in the UK, and the "cost catastrophe" atmosphere inspired by the novels of John Wyndham is something I enjoyed in the 80s as a kid and continues to reverberate for me now. In short, I wanted to take Rapture as slowly as possible in order to soak in the atmosphere and enjoy the wide open spaces that took a minute or two to traverse, because it offered an almost meditative space in which I could reflect upon the childhood memories the game was unlocking for me.
The Chinese Room do need to work on their endings though. Dear Esther, Amnesia: A Machine for Pigs and Everybody's Gone to the Rapture all share confused, muddled endings where the writer(s) are obviously overreaching for something only to end up sounding pretentious. In the case of Rapture in particular it's not necessarily bad writing, just writing that's a little at odds with what came before it. TCR need to put a little more faith in their players and play upon interesting ambiguities rather than overreaching specifics.
Overall though, Rapture is a fantastic experience and easily sets the bar for all future "walking simulators". Highly recommended if you enjoyed the likes of Dear Esther, Gone Home and The Vanishing of Ethan Carter. If those games didn't appeal to you then you'll probably want to skip it. But when you're ready for a more contemplative, meditative experience, by all means give it a go.