Here's why it's important to consider a unified world rather than separate levels! DaS is very flawed, but it has yet to be conquered when it comes to the sensation of navigating an actual world. It is intensely silly and ridiculous from a "realistic" perspective, but the way Lordran fits together is so natural and intuitive in its dreamlike fantasy-delusions that there's no need to affect any sense of reality at all. It's just hard to describe the feeling of finding a new route to a familiar place, or reflecting on the ridiculous distances you've travelled uninterrupted.

In the same rather manipulative sense that it's easier to convince someone of something by making them think they came up with the idea, games are far more fun when you're tricked into thinking you navigated your way from point A to point B instead of being told to. Dark Souls remains the primary embodiment of that philosophy, using careful and subtle level design to encourage the player towards destinations without ever actually forcing them anywhere. It makes the game, the journey feel more personal. Pair that with combat systems that follow roughly the same philosophy and the game was inevitably going to be good.