Or you could go to other parts of Sigil.
I mean, they used the Hive, the Lower Ward and the Clerk's Ward. That's half of Sigil and not an entire half to boot. The only other Planes you travel to are part of Baator and the Negative Energy Plane. There are the rest of the alignment planes and the elemental planes as well; and that's not counting the many, many Prime Material Planes.
Nameless was a great character, and I can't see any Obsidian Planescape games going forward without his presence affecting the gameworld. But the actions of the Last Incarnation are going to have far fewer repercussions than those the Practical or Paranoid, or any of the ones with long-term planning capability in between. Plus, it's a twelve year old game; I don't relish the thought of trying to dig out details about where the player was naughty or nice for a sequel a la Dragon Age. Planescape just wasn't built with that in mind.