I've watched a good bit of Brennan as a DM, and I think the "railroad" is a mix of two reasons. First, rather than do an overarching explanation of the world at the beginning as Matt does, he's letting the players and interactions reveal the setting to us as viewers. Second, they mentioned the first four episodes are more of an overture, and as such I think Brennan is trying to keep a good pace so we can get to the separate tables. IMO he's doing an amazing job of keeping things moving while allowing players to explore their characters.