For me one of the most memorable elements of Thief was the freedom of exploraton (as a consequence of interesting level design). Here's what we have in the first chapter of the game:
Large map here
I might be wrong, but the level design here seems pretty linear. If there's no connection between the area of the second cutscene and the area of the final cutscene, it looks like there is no other route to the clocktower.
I really do hope I am wrong.