I think it kind of ruins the immersion a bit when going into a building then loads. Can Bethesda not make the whole world seamless? There are quite a few open world games that do it.

It would be amazing going into Whiterun or Solitude seeing citizens walking in and out of cities, going into shops and pubs watching drunkards walk out of the doors. The immersion factor would be greatly enhanced.

Yes, but is done like that for performance reasons, you can have more detail inside the buildings when they aren't part of the cities. Or so i think

Actually, there is a mod for PC that makes the walled cities part of the overworld rather than separate "worlds", perhaps a mod that keeps cities as separate "worlds" but makes the buildings be in the same "world" as the city could be possible?

The Open Cities mod also comes with a performance hit. Doing so for each building would be an even bigger hit.

That, and several building's interiors don't match their exterior appearance.

Several? How about pretty much all of Solitude? As well as most of the forts and a number of others?

I'd swear they didn't really care about that aspect of the game.

I understand your frustration, OP. But the inside of each building is it's own separate cell, all of which are inside the cell of the city/town that you're in. Loading time going into a city would be insanely long if they made every building interior part of the city proper's cell...

The way they've done it in Skyrim actually decreases load times. The processors don't have to work as hard when processing 30 smaller cells individually and one at a time instead of one massive cell.

What if at the start of the game it would take a couple minutes to load all the in-game assets. Sort of what GTA does at the start. I wouldn't mind a 5 minute load if that meant having the whole world open.

Beth has been using a variation of the same game engine since Morrowind. Unlike games like Gothic or Risen, the engine (once called Netimmerse, then Gamebryo, and now....Creation?) is not able to render interiors they way you'd like without bringing any computer or console to its knees. As said above, it is a necessary sacrifice for both performance, and allows the creators to go nuts on interior details like clutter.