I hope all of the game is set in Baldur's Gate only. Cyseal but 5 times bigger. Visit all districts of the city, including sewers and what have you. Of course, you will get to visit many other dimensions because there are quests that lead you there..
As shit as Dragon Age 2 was I liked the idea of focusing on one city and seeing it change across a long story. I could go for that, with excursions to the outskirts and nearby lands of course. However I'd guess this would be viewed as too limiting by most designers.