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Ideally this is the case for the whole world too if you're going for 'world immersion.' A world full of disparate zones that don't make sense when taken as a whole tends to break the fiction, at least for me. 'Zones' are fairly artificial constructs to begin with in the sense that worlds don't stop and start at 'zone entrances'. I think for immersion purposes, the ideal would be that a player never recognizes what a 'zone' is. All he knows is he's in the world and he's just come across a village, or wanders into the mountains and encounters a cave system with trolls living in them, etc.
--matt
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