The old trade system was based around City Connections. If you linked something to your Capital by a road (or over water with your Harbors), then that city was part of your internal trade network. "Free" Gold was generated by having these routes, and they more than paid for the roads that weaved throughout your lands.
That's all true in Brave New World! You still want to connect your cities, by land or by water, so that you increase wealth in your society and have rapid transportation for defensive units, Workers, and any Great People who come along. This expansion doesn't take anything away from the cool side of trading.