I also prefer the houses interiors are loaded in the open world (and a village can have a loading screen). But it all depends on the load time. Are we talking seconds, 10 seconds and what interval of the loads (searching a village can be hard when every house you enter takes 10 sec to load ), then again I don't want a load screen every 3 steps I take.
I feel the urge to repeat my point here: The problem in that matter is not loading or not loading but different level or seamless entering. Sure, loading of 2 seconds is not much... but if you have to live with buildings which don't have any interaction with the outer world, it's too much in my opinion.
So, I don't care if there is some loading when entering a building... the only thing I regard as crucial is that the buildings have to be part of the world... so, looking out of the window or even climb out of the window should be possible.