Well, the same as if they put "Area" instead. It's a defined place separate from the close ones. Of course it works better with the abstract nature of the classic games, because you can feel Casino Night is a zone, where as Casinopolis, despite the surreal pinball tables, feels like a rather small building with the sewers resembling a short act at best. of course, places like Windy Valley and Final Rush/Chase look quite like an standard zone in my book. Oh, and it was a nice way to not say "level" or "world", "zone" feels a lot more like a place next to another place that would be the following zone.