He has similar styles in his past movies. In the Dark Knight, the scene where the truck flips over was entirely real. In Inception, the famous scene where Joseph Gordon-Levitt is floating and flighting in the hotel was done in a recreated section of the hallway that was actually spinning while he was on wires. Nolan is staying very consistant with the first two films of the batman series, especially to keep up with audience expectations.
Nolan says that it doesn't matter how sophisticated the CGI may be, if you haven't shot anything for it, it's still going to feel like animation. He spends weeks in preparation for every stunt, working with helicopters, stuntmen (or occasionally Christian Bale), and the camera crew. The budget for TDRK is around $180 million. Nolan likes to give his movies a gritty, real feeling and leaves the audience stumped to decide whether it was real or not.
Another reason that he opts out of the animated world is because the Batman movies go up on an Imax screen. Adding visual effects to Imax footage means that you have to digitize each individual frame at up to 8k resolution. That would definitely send the budget of the movie much higher than it is already. Occasionally he has to digitize a scene when he hits an obstacle, such as the scene where Bruce Wayne visits Hong Kong and the Chinese government was worried about lots of helicopter activity over the city.
But even when he does hit a block like that, he adds a layer of human-generated camera motions to the animated shots. Overall, Nolan likes to keep the feel of human elements and uncertainties in his films.