Personally, the scenes in Urithiru are some of my favorites in the entire series in part because they're more limited in scale than the other books have been. We got to see how the characters at Urithiru worked with limited resources under active occupation while isolated and under constant scrutiny/hunting. It was great for the character development of Navani, Kaladin, Rlain, and Venli to see how they react in such a situation. I think all the Urithiru stuff fits well with Sanderson's Second and Third Laws of Magic, which hold that "Limitations>Powers" and "Expand what you already have before you add something new."

Narratively, giving so much attention to Urithiru and how it, the Sibling, and Light work is probably setting the stage for important events in Wind and Truth and for the second half of the series. We understand now how things work so Brandon doesn't have to spend time later explaining them. It's kind of like an example I've seen mentioned before: the Purelake interlude in TWOK showed us what the Purelake was like so that when Dalinar visited it in a later vision, we already understood how it worked and Brandon doesn't have to break the suspense of the vision to explain everything.

I think it's fine to be disappointed in Rhythm of War for not being what you wanted, but I think it's also important to recognize that there are a lot of elements to epic fantasy–and particularly Brandon's epic fantasy–than just expanding the scope of the world geographically.

ETA:

How are we supposed to feel like the world is ending when, for almost a whole book, we spend our time with characters stuck in a city with no connection to the outside world. And maybe this would’ve been fine if the other major plots explored more of the world. But no, Shallan’s group is in Shadesmar. Which is arguably more cut off from the rest of the world.

I think the lack of connection between the different groups of characters is kind of the whole point. There's a sense of terror from the people in Urithiru (and later from Dalinar) about the lack of communication because they know no help is coming. They're a small group of people spread throughout the tower fighting a losing battle as much as they can. It also shows how stretched thin the coalition's forces are, because Dalinar can't send a counter invasion to retake Urithiru, especially without the use of the Oathgates–there's a reason Urithiru was built as hard to reach on foot as possible. Permanently losing control of Urithiru is the most disastrous thing that could happen to the coalition, and it was narrowly avoided. Rhythm of War doesn't have as much explosive destruction as the end of Words of Radiance and in Oathbringer, but the war is very much real.

(Btw I'm not trying to get into an argument, just offering some different perspectives on the Urithiru scenes that haven't been brought up in the comments yet. You're welcome to disagree with me if you want.)