It's not just about scattering a bunch of new buildings and objects into the main map, but about *continuity*. At least with the Tribunal expansion in Morrowind, there was a new area you could sail to by boat, but NPCs on the main map talked about it and recognized its existence. The Dark Brotherhood sent out assassins for your character. You were free to come and go as you pleased and weren't *stuck there* (and usually without equipment) until you were forced to go through an entire DLC storyline. You could bring artifacts from the main area into the Tribunal area and donate them to the museum there. There were lots of little connections between them both.
In more "modern" DLC, there is a tendency to strip down the character, take away the character's chosen companion, and then put that character into a whole new area with a storyline that has little to nothing to do with the rest of the game. The character can't leave the DLC until it is ended, and then (as with Dead Money, Zeta, Anchorage, etc.) the character is not allowed to go back when it's done. There is very little to nothing to connect it to the main game other than maybe being able to collect a special weapon or armor at the end.
The problem isn't having an area off the map, but in how it's been handled once DLC became popular over the idea of expansions that expanded the game rather than just adding some unconnected short story episode.
Edit: I still want to see lots of quests new storylines added to the main map as well, even if they do add any new areas (that hopefully don't trap us inside.) I am also getting a bit weary of the "mods will take care of everything that you want, but that I don't want" argument. Mods are great, but aren't suitable replacements for official content.