Well, on the one hand, I could see the benefit of not having to funnel all characters into the same endpoint. But then you'd have less setpiece finales like the bridge and the train.
Not only that, but the game now seems to be stepping in the direction of minor continuity between acts(not zones, acts.)
Techno Hill Act 1 ends in front of a door and Act 2 starts on the other side. Deep Sea Act 1 ends at a structure with stairs leading up, and Act 2 takes place above sea level. Castle Eggman is obvious. Arid Canyon Act 1 and 2 end and begin with a mine tunnel, and of course the train. And then there's Black Core, which basically all flows together.
In fact, I hope to see more of it. Even between Zones. Whether through cutscences, post results control(this would be the coolest, honestly, though it would also be the hardest to perform, so maybe not) or even just something as simple as, say, adding some plateaus in the background of CEZ3's skybox to give the kind of simple narrative.
Obviously it isn't too big a deal, but it is something to consider.