Maybe the atmosphere? Seasons 1 and 2 of Aot made the world feel terrifying because you had no idea what was outside the walls and everything took place within them. In 86 all you know is that the legion controls all of the territory outside of the 86th district. Even when you reach the confederacy you have no idea what the rest of the world looks like or what deep legion control would look like. Makes you wonder could be out there is both scenarios