My personal feeling is that you should keep the lighting variations between maps rather than worry about smooth warping transitions. Having good lighting effects and variations throught the game will add far more immersion than rough-warping takes away.
Rough warping doesn't happen very often and it's such a 'normal' gameplay convention that I don't feel like it significantly hurts immersion. I mean, most of us are used to 30 second load screens between levels! So a little 'pop' is nothing.
What does hurt immersion, are the unrealistic things that you have time to examine, or unnatural feeling things that stay a constant theme throughout gameplay.
My two cents 
Rough warping doesn't happen very often and it's such a 'normal' gameplay convention that I don't feel like it significantly hurts immersion. I mean, most of us are used to 30 second load screens between levels! So a little 'pop' is nothing.
What does hurt immersion, are the unrealistic things that you have time to examine, or unnatural feeling things that stay a constant theme throughout gameplay.
My two cents