It sounds like you have an older 360, so you probably dodged a bullet. I've heard the 360/PS3 versions of this game are terrible.
They could be better. 
I've got one of the older Xboxs too but I actually have an adapter for mine.
I would've preferred a straight import from game to game if a player chose to stay on the same console. However, I imagine this isn't the last game in the series but will be for last gen consoles, and so the addition of the keep to xfer data over will be a must for all console players eventually.
if you dont have internet just see if there isn't a buddy who wouldn't mind you plugging in your xbox at his house for a bit just so you can connect. Or just deal with the default world state.
Honestly there's really not an option outside of that. They can't change the way the game is right now.