This was one of the reasons why I favored BG1 over BG2. You could see based on the roads that the maps are interconnected into one cohesive whole. Meanwhile, BG2's maps outside of the city are just points on a global map with no real connection between each other.
also bg1 had lots of mostly or entirely self-contained maps. you really got to feel like you were stumbing into random shit happening in the world, instead of the curated "this is your x adventure" feel that bg2 had.
To me, it's the triple whammy of BG2 feeling more like a theme park than a world, BG2 being more railroady (ie being stuck in the Underdark), and me preferring Sarevok as a hammy villain than Irenicus.