Depends on the engine. Sometimes it would just be too much work to implement that. There are also often cases where spaces are kept separate because they aren't actually consistent. A lot of the time buildings are bigger on the inside because if they weren't it would be too difficult to move around (often because your movement speed is inappropriate indoors, or because of collision issues) or the buildings would have very large exteriors that would make it more tedious to move around outside.
You could still get around this by having the spaces be separated and putting a portal on the doors (as Valve did a lot in Portal 2), but that is a lot more effort and introduces additional problems.
Probably the smart fix for this is better character movement. Simplest thing would be to change the character behavior depending on whether they are inside vs outside or whether combat is happening, etc. A really good solution might involve a simple AI that recognizes obstacles near the character and steers them away and maybe toward interactable features. Lots of games have adopted a "cinematic" interactivity with physical spaces that characters move through. They are usually "baked-in" in the sense that they have specific preset animations and a limited number of known locations that allow the devs to debug them. However, you could definitely implement a more dynamic version of this, so that for example you have a wide open exterior with features inside of that flagged for specific types of "terrain" and then have various objects flagged for different types of reaction. Furniture and doors could trigger specific interactive behavior using the movement/behavior engine. Hazards could trigger an avoidance behavior, from a basic animation to altering the character's path etc. NPCs could trigger more careful movement weaving between them.
Some AAA games have done these kinds of things to different degrees. Assassin's Creed, Red Dead Redemption, the recent Tomb Raider reboot series… just some examples. But the point here is that you could probably design the movement system so that the characters can move through consistently sized interior spaces. It does pose a problem for action-oriented games, though.
The other really big problem with this is the camera. It's difficult to have a controllable 3rd person camera in an interior space. This isn't limited by the current tech either, because you have to find something that works betweenPost too long. Click here to view the full text.