The Europe and India theaters are linked by Persia -- for example, if you start in India and scroll the strat map north-west, through the Persian regions, you can continue on into Europe (the reverse is also true). The mini-map changes its theater display, at some point.
This makes the Persian regions strategically interesting, by virtue of being the only 2-theater land location. It suggests overland trade routes to/from India, for example.
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