I tried exploring some by levitating through the void. In every case so far I've found a room just behind the entrance. Sometimes it has a monster that opens the door. I haven't found any truly huge rooms like this yet, but I found two instances of the vaulted room with beams so far. Mostly I found corridors and staircases with one or two attached rooms/closets. There are a few small free-floating rooms too. Most of the rooms are empty but some have monsters.
This is my all-time favourite Daggerfall weirdness so far. It also explains why some of the segments in the large dungeons always seem to have monsters behind the walls that I can never find. I'm a little surprised I've never heard of this on the web yet. Maybe I look in the wrong places. Flying to all the disconnected sections is kind of fun and has the bonus of training thaumaturgy.