I guess I disagree because I've always felt the smaller zones actually make the world feel less cohesive and, frankly, smaller. Each time I press up against the border of something, it's a reminder of the limited scope. Smaller maps bring about this experience more regularly. Furthermore, I've always felt that traveling across a map screen doesn't capture scale very well at all. At least in ye olde JRPGs traveling a world map always felt more interesting because you could see and travel over the land, rather than just be told in text "you traveled to such-and-such".
I'm not against the design of smaller zones and world maps, but given the choice I'll opt for something more singular and cohesive.