Taking an unwalled town still gives you a bit of urban fighting, but without the predictable gate and tower assaults. What makes this system particularly exciting is that each section can be conquered individually, and only one per province has city walls, which makes sieges rarer and more significant. Since each region has a limited number of building slots, you'll need to carefully consider placement when building up the temples, aqueducts, farms, barracks, and ports that make up each region. It preserves the depth I crave by leaving room for specialization, and rewarding us for smart use of it.
Italy for example, has 11 regions, but you manage them in three large groups. Now, instead of having to click through every different region to check food and order levels and set build orders, you manage each region as part of a larger provincial unit. The burden of this management has always been a problem for Total War over its 13-year history, particularly in the late game when an empire can become sprawling, and Rome II's provincial-management system goes a long way towards lightening that load a bit without sacrificing depth. The core of the campaign game focuses on managing the civic infrastructure required to commission and maintain your armies and navies.