Age of Conan is that the game's scattered zones have the effect of discouraging exploration amongst players. Those accustomed to traversing World of Warcraft's (mostly) seamless world have levied their displeasure at the fact that Age of Conan feels like a series of disparate maps instead of a single unified world.
The explanation in terms of lore is rather obvious -- the universe created by Robert E. Howard's fiction is simply too large to contain within a single MMO world. But is that just hiding behind a convenient excuse? What would you rather have, a zoned game that fits more closely with the game's lore, or a seamless world that allows you to explore from one area to the next?