The choices you make really do amazing things like changing the sign of Moriarty's saloon or triggering random encounters later, and on a town-by-town basis, the devs thought of everything. There are so many different outcomes for Megaton alone, as well as all the other major towns. The towns themselves are brilliantly designed.
I'm pretty sure GNR and the trade caravans were the devs' way of making the world feel more connected than it actually is. They might have been afraid of what happens when you visit Vance and became a vampire first before doing certain things. Even in larger settlements, most of the stuff that goes down in Megaton, Rivet City and Tenpenny's Tower doesn't affect the rest of the wasteland.
Everything that happens in the Republic of Dave, Girdershade, Agatha's house and other small settlements are isolated completely in those locations. I think they were afraid to connect the towns.