[st.patrik]

There is the magical item 'Pocket Ship' which enables you to sail over ocean provinces in much the same way Vanheim does (at least according to the manual).

If you think about oceans being pretty big it kinda makes sense that most nations can't sail on them. The technology involved in ocean-going ships is not something I'd expect Abysia (for example) to have - whereas small boats I think are reasonable for everyone to have, which is why you can go short distances from island to island without needing a special ability.

It also makes sense of why two nations sailing over the same sea wouldn't bump into one another - you can't exactly keep scouts all over the ocean to warn you of incursions. [of course under sea is different - outlying kelp villages, etc.]