To answer the OP: Well it depends. I want cities to be in the exterior, but I also want homes to be too because I hate not being able to see through windows.
I think Bethesda is always going to try to go for a smooth game. So if there are exterior homes and cities, than we should expect less detail in the both of those. That is unless they've built an engine that successfully integrates exterior cities and houses with still being able to give us the same amount of detail as past games.
Caves I think should still be interior though, at least the majority. I think with their engine (if it's close to their old one) the atmosphere won't be handled well in a cave if it's in the exterior.
You hardly need to point it out because it isn't actually true anymore. Open game worlds are becoming the norm pretty quickly.
As for the rest, see Khadirgro's post, he's answered it well. Also see the fact that other open world games in general nowadays tend to be considerably larger than Bethesda's (since the size is often a selling point for this sort of project), and tend to offer more "sheer free-roaming" than Bethesda's games do, sometimes at a greater level of complexity overall and still without the kinds of issues Bethesda sees with this sort of thing (or in general, aside from pop-in being a pretty common problem with most of them).
It's not really the size of bethesda's worlds that are the problem. That's not even really a factor when considering fps and smooth gameplay, and the need for exterior/interior cells. It's the detail. For instance in an Oblivion city there are many things bogging the game down; AI packages, constantly running scripts, Interactive objects (with havok data), and high detail meshes.
They don't just make big open worlds, they make big interactive open worlds.