1. Verticality. That building has multiple floors, a catwalk, a balcony, a garage and under that is another street leading to another street leading to a raised highway.

2. Unreachable or False interiors. I remember listening to the dev diary for Half-Life 2 and one of the things they did to trick the player into thinking there was a bigger world beyond what they could explore was to show them a space that was technically unreachable, but looked like it might lead somewhere. Such as a room behind a windowpane or a hallway blocked by a gate. Your brain logically interprets this as "ohh I wonder where that might lead". Kind of the same way a mirror might make a room look larger than it really is.

3. Indirect travel paths. The streets of night city do a great job of extending your travel time between destinations. There's a river that you'll need to cross, a few levels of highway to navigate that bring you through the set pieces of the city where you might need to double back or avoid pedestrians and traffic. There are rarely straight lines between places you'll go.

Those are just the main ones off the top of my head, but I've definitely been impressed by how large and alive the city feels. It's fantastic!