From what I've seen off both I don't like the mission structure off Dark Moon. The first was one huge house that you could explore and it had much more off that alone and creepy feel about it.
I agree, that is something that needs to return. Each area (A mansion or whatever) should be one big level/mission. Instead of breaking it up into several small levels. Even better would be a small open world where you can access each area whenever you want but that's asking to much I guess. Anyway, the structure of the first game but instead of one mansion have a couple and several other area's aswell to which you progress after having finished the current area should make for a good game I think.