No loading screen when you enter. Instead you just walk in, smooth transition, ala Morrowind.

GOTCHYA, Loading times do break up the feeling of the game, but what are the drawbacks to going open? i.e. detail?

Well in the case of Oblivion and Skyrim, having the cities in seperate cells allows the devs to put more detail into the cities. With open cities from what I heard from other people, it lowers the details of cities and the world space.

I see, wonder if new tech could alieviate some of these issues.

Well Bethesda did say that if they were working on Skyrim with next-gen hardware, they wouldn't have to put closed off cities in the games.

Meh. I guess your right. But it'd be nice not to see another character like this after morrowind and skyrim. Also as for the open cities. I like them if they cannot be destroyed by giants dragons etc except during stories.