Hmmm...apparently we discussed it previously here (albeit not entirely conclusively): https://forum.atlas-games.com/t/ooc-discussion/5172/331
When we do decide this time, we should probably add it to the House Rules for the next time it comes up.
It's also discussed a fair bit in the original HoH:MC thread - I think Erik Dahl wrote the relevant section, and he's saying you need to go through Arcadia to travel long distances: https://forum.atlas-games.com/t/first-glance-on-hoh-mc-and-questions/579/1 .