Predictive models are increasingly used in robotics for state estimation, planning, control, and policy evaluation, yet they are often judged by open-loop prediction accuracy over a fixed horizon. In closed-loop operation, a robot repeatedly acts, receives new measurements, updates its state estimate, and recomputes control. We study this difference in a differential-drive path-tracking task with biased odometry and intermittent landmark sensing. Six state estimators are evaluated across 24 sensing conditions using trajectory replay, a 20-step measurement-free rollout, and closed-loop tracking. Replay position RMSE correlates more strongly with closed-loop cross-track RMSE than rollout error (Spearman rho = 0.923 vs. 0.774) and selects a different estimator from the closed-loop optimum in 5/24 conditions, compared with 18/24 for the rollout metric. We then vary rollout horizon and measurement-update interval. With H=20, rank agreement decreases from rho = 0.916 with measurements at every step to rho = 0.774 with no measurements. A horizon-update grid shows that long prediction horizons remain informative when regular corrections are retained, whereas long rollouts without correction can produce rankings that differ substantially from closed-loop behavior. We also test recurrent estimators trained on longer sensing outages. This improves the EKF-anchored models under combined sensing degradation, reducing GRU-EKF cross-track RMSE from 1.72 m to 1.06 m, but the gain is not consistent across isolated outages or estimator architectures. These results show that predictive-model evaluation in robotics should specify both prediction horizon and measurement-update schedule. For models used in feedback, offline rollouts are most informative when their sensing and correction pattern reflects closed-loop operation. Code is available at https://github.com/rdharini2001/Robot_World_Model

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