I think the reason they made the change for New Vegas regarding difficulty and blocked terrain is because in Fallout 3 (and indeed Fallout 2 and I think Fallout 1 as well), it was trivial for players to sequence break and finish the game far earlier than they're supposed to, or get themselves plenty of equipment and cash. Fallout 3 made it even easier as, like Oblivion, they made the enemies you encountered almost 100% scaled to your level. So rather than going through the storyline at the appropriate time to see the changes in difficulty, you'd hit what were supposed to be relatively difficult areas that were now loaded with starter bad guys. Not to mention that it turned Super Mutants into a joke, as they went from being legitimate threats to generic mooks that go down in droves to a kid fresh out of the Vault.
It's still possible to sequence break and run all the way to New Vegas, just much more difficult due to needing to dodge the Cazadores and/or Deathclaws. But my sister did it by complete accident, as she didn't realize she was going the wrong way (and, you know, had the difficulty turned down to Very Easy).
If you guys REALLY want difficulty in New Vegas, there's a realistic combat/armor mod out there (can't recall the name at the moment) that changes how damage works. Basically, weapons do much more damage but DT is much more protective. So leather armor will at least let you survive a few handgun or weak rifle bullets, though your health will be very low, and the weakest enemies like giant mantises and radroaches can barely do anything to low level armor. Meanwhile, anyone without armor (no matter their supposed level) will likely get ripped to shreds by just about anything. It also makes power armor WAY more protective, to the point where you basically NEED armor piercing ammo or anti-vehicle weapons to penetrate it.