What are the chances of adventure locations being close together in a role playing game? Pretty good. It's even neater when there's an actual connection between those locations in the story, which there happens to be.
I don't understand the logic of saying it's neat that the locations are so close together because they are linked in the story? It's daft that everything is so condensed. Separate maps would have at least conveyed a sense of distance and scale. Again, that hyperbolic buzzword 'immersion'.
In many respects it's the small details that help to make a game world believable and grounded, especially when the setting is full of magic and monsters.
I said the odds are good that adventuring locations are close together in a role playing game. Otherwise, the characters would be teleporting all over the world.
Forgotten Realms is a bit of a kitchen sink setting with ruins and pathways to the underdark and secret cults all over the place. You can't stumble around anywhere without running into a plot... because that's what the setting caters to... adventures and plot.
The phrase "even neater" is meant to imply that it's good that these locations which are close together happen to be tied together in the plot. They connect, which makes their proximity understandable.
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From what I'm gathering, I'm guessing you like transition maps? Probably because it gives you the sense that your characters have been walking for miles?
Fair enough, I suppose. I don't really need that kind of thing myself. I can accept that the map isn't entirely to scale and figure that my characters have been walking longer. It's not that big a deal to me.
Sort of like I can have my characters go into a city and accept that the city is technically larger than what I'm seeing. That the city has thousands and thousands of people within it, despite me only seeing the same few dozen meandering about.
The most games are capable of doing right now is giving across an impression of something real. I get the impression. I understand what's being said in the game, and I enter into it with an open mind, prepared to look for things to enjoy rather than looking for things to... not enjoy.