I know I'm missing the point of this thread entirely by saying this:

But you know they can't just open the doors to Uldah. There's a reason they make you go the extra mile. The tunnels are there so your computer doesn't blow up trying to load in the city. The engine can't stream the data you need as you move, so it loads in the data in chunks. THe places where it loads in the data are disguised by tunnels and whatnot.