Yes and no.
I mean, sure, tech wise you could do it where the door opens and you just go inside and it streams it in while the open world is still outside, but a lot what I saw in Agents of Mayhem videos and was already a bit of an issue since the move to Steelport is that the "interior" was like the "Power" Penthouse in The Third, it's just attached to the top of the unenterable building and incredibly simplistic. AoM has some where you're lucky if there's windows to break through to access it, not even doors exist.
That just popped a comparison into my head. CS:S and DoD:S compared to the original versions of the maps. All the "interiors" are there, but they had to take off the doors and often even remove parts of the buildings because Source, at the time, could not section those off and keep them accessible from the rest of the map through the windows, etc. as the maps had to be one open area. In dod_kalt you hide in a building you can see out into the street always in Source, in the original you could close the door and hide inside.
Some of the areas I saw in AoM reminded me of those DoD:S/CS:S buildings that are all missing their doors. They're really just walls around part of the map rather than seeming like an actually designed interior like Saint Row 2's museum or casino or as far back as Vice City's mall. Or SR2's mall!
Now those "actual interiors" are often reserved for missions then changed or altered permanently, you can't go back and visit them whenever like the aforementioned casino or mall.