Now that I think about this, wasn't this supposed to be the same street? It got bigger all of a sudden?
Nah there are multiple entrances/sides to the Great Sept.
One of entrances faces the Bay, which is where Margery was presented
While a different one faces the Red Keep Castle. where Cersei was presented.
It makes sense that they would present Margery on the side facing the Bay. It confirms that they never intended for her to do her walk (along with the fact that Margery didn't have to cut her hair). They chose that side for a bigger audience to see the faith and crown merger, which solidifies the High Sparrow's position. With Cersei they fully intended her to do the walk so they chose the side that offered a straight walk to the castle, including walking through dirty ass flea bottom.