Interdependent grids are usually good: they allow you to average out the effect of a single power station failure over a much larger area, and to amortize prices from a wider area of suppliers.
Don't you realize that the smaller the grid, the more important the instantaneous load variations can be in relative term and the harder it is to keep things running smoothly? It's not a theoretical concern, it's why electric networks on islands are much harder to work with and much more prone to collapse than bigger networks.
It is not. The bigger the network, the more stable it is, that's why countries keep interconnecting with each other despite political tensions between them (no pun intended).
