One of the things that really bothers me about HK's visual aesthetic (which is otherwise beautiful) is the ridiculous sense of scale (or lack thereof).  By the time you get to the classical era you've got megalopolis level urban development, with massive cities holding far more land area than the surrounding countryside.  What is this game trying to depict?  The rise of humanity on earth or the rise of the Planet-City of Coruscant?

I assume it's far too late to adjust the way districts work (they basically replace 'improvements' from the Civ games), but I think we can work on the visuals/representation a little bit.  If the walls only ever surrounded the city center + 1 level out (6 surrounding tiles), then you could at least somewhat solve this problem.  All the districts inside the city walls would remain the same (looking urban).  The districts placed outside the city walls could be designed to look more rural (smaller buildings, fewer buildings), or at least suburban.

Obviously garrisons (and their replacements) should get their own walls no matter where they are, and outposts connected to a city should only get walls around the outpost central hex.

This would solve another issue, which is that growing your city is inevitable, and it means moving your city walls when you might not want to.  There are quite a few good spots for defensive cities in the Victor open-dev, where a well placed fortified wall (blocking the only path up the ridge) would be quite useful!  However, expanding your districts just moves these walls so they are no longer in the right position (maybe now they are at the bottom of a rise the enemy can hold).  

Adopting the above proposal, however, means you always know where your walls will be, and when you settle a city you can plan accordingly.

P.S. it would be nice if districts couldn't expand directly down cliffs until later in the tech tree.  It also seems kind of absurd to see an ancient city with one half at the top of a 150 foot cliff and the other at the bottom.  Medieval, maybe?  There should be some mechanical incentive to grow cities in ways that are more accurate to the simulation.  For the same reason districts shouldn't exploit tiles across a cliff hex at the start (unlocked at a specific tech, maybe the same as above?).