Invisible walls ruin immersion much more than small cities. It's stupid to complain that a city doesn't extend beyond the map borders while being fine with every single building only having one floor.
Everyone with half a brain cell understands that what is shown in the game is necessarily an abstraction.
Fuck buildings with different floors though, Dark Sun, Fallout and Arcanum had the best buildings layouts of the isometric cRPG.
No loading to get inside, removed the roof once you enter a building and mainly ground level buildings (with some rare exceptions in Fallout and in Arcanum)
NWN mods shows how retarded it is to have empty buildings with 2/3 floors and taverns with fake doors...
Besides the emptiness, it's a pain to explore (with little to no rewards), specially if you have to come back over and aver again to one room on the second floor or a small room in the far corner of a huge mansion.