The world is seamless
Not only is New Providence huge, we can also confirm that this gigantic, futuristic sandbox is completely open from the start. Unless you die or decide to respawn (to change Agent, for example) you will encounter no load times.
Crackdown3 is all about player freedom, giving you the space to explore, hunt Orbs and tackle the gangs as you see fit without any heavy-handed interference from the studio. If you want to follow the story, follow the story. If you want to go off and cause some chaos, then you go and cause that chaos.