You recall wrong. While there was almost definitely a new cell loaded, there was no traditional loading screen. It was just a fade into black and fade out to the interior lasting less than a second. It was practically instantaneous.



We have already scene numerous buildings that are open to the game world, one in the very screen shots shinobi posted and in the original ss in the OP. So we know they exist, what we don't yet know is what percentage of buildings will require a loading transition and which won't. Whether it's based on size or some other criteria.



For instance the bank that can be seen in that leaked footage looks seamless as you can just make out the doors being open letting you see into the interior for a brief second, yet the grocery store looks of equal size from the outside but requires a load.



They made mention that requiring a load was something that was useful for level designers because it freed them from the constraints of the exterior dimensions of a building. Because the game world is not to scale they can often have truly large buildings on the outside. But with a separate interior cell they can make the inside larger.