It's been so many years since I've played KH2 so it might be something that is mentioned in the game but my PS3 broke last year so I wasn't able to get 2.5. 

 

So at the end of KH1 as we all know, Sora seals the final keyhole, which Leon says will make all worlds divided again and impossible to travel to because of invisible force fields I'm guessing, since they describe the worlds as having "walls".

 

...Yet that's obviously not the case because KH2 exists. How is Sora able to travel through these walls?

He opens pathways up each time he finishes a world. The worlds give him the keyholes to open them.

He opens pathways up each time he finishes a world. The worlds give him the keyholes to open them.

Ohh cool, now I remember

He has a gummi ship, which allows him to travel between worlds.

the Key holes opens other path way to other worlds like when sora said to leon he had to go a nother gate is open