The first is time. Time scales in a lot of RPGs are way, way too long.
So how come fantasy games have kingdoms that are that old? It's one of those things that bothers me. Especially with me living in an area that has sites dating back to the Neolithic, the iron age, the middle ages and the modern era dotted here there and everywhere. The range of dates RPGs use just seems unrealistic and excessive.
I think RPGs just follow classical science fiction and fantasy, which often threw around really long time frames and also had to squeeze long-lasting civilizations into pre-history, and most fantasy games also support a fairly unchanging technology (so ancient enchanted armor found in a ruin is just the same as newly enchanted armor) and near-immortal races (which can't have appeared within a single generation).
But since hominids a million years ago sometimes looked like Raquel Welch in a fur bikini, it's all OK, like extra zeroes on a pinball machine.
The other one is distance.
I have to agree with this. Adventuring between established cities that trade with each other shouldn't be like going into unexplored territory. Probably they leave out the towns in between because it just slows the game down, since players want to find out names and meet noteworthy NPCs and check for rumors or adventure hooks in every town.