Well, the real reason is because it's a game and areas aren't loaded or stored in memory when you're not there. As for how this appears to people within the worlds, well, that's up to their own interpretation.
One of the major themes of the game, at least in the stories I'll be writing (once I get around to actually creating them) is fictional characters becoming aware of and coming to terms with their own fictitiousness, and trying to figure out whether or not a fictional life can still have meaning. If they walk between worlds too much, they start to become aware - returning to the same point in time, everyone always reacts the same way to the same actions, so they feel less "real", and they start to understand that all of the worlds are "an illusion". Detachment is a typical trait of world-travelers who don't "ground" themselves in some purpose, which is why they often carry a memento with them - something to remind them of something or someone they see as significant.
Different people who do become aware of the truth react in different ways. Some may turn into monsters and attack out of spite, or may struggle to make themselves "more real" meaning by harming "real people" - that is, the player. (There may also be a bit that when they refer to you as "human" they are actually referring to the player - though this may not apply to all monsters). The acolytes do the opposite, playing a part in the player's journey by helping them along. There will be other characters with different understandings and different motives.
The Ancients clearly understood the true nature of their universe better than anyone, which is why they created the weird customs that don't make sense in the real world but make game worlds playable and fun - like building challenging dungeons or building doors to face the south - knowing that if nobody wanted to play the game, their world would cease to exist. They cloaked their understanding in mystery and metaphor though, because ordinary people learning the truth would often go insane. For example, they call their structures both "temples" and "dungeons" because their purpose is to "trap a god" - making a challenge that is fun for the players (gods), so that they would spend time in them and allow their world to continue existing.
The "right" answer will basically amount to "make an impact on real people" - that is, the player - "by inspiring them with your actions, because real people care about and learn from the stories they hear." The tie-in is that since the players are also storytellers, they can do the same, inspiring other "real people" with the stories they tell.
But non-insane people understanding the true nature of their world should be rare, so others may come up with different explanations. Some might say that the Void is outside of the normal flow of time, or that it allows people to see the future, or that it just makes people crazy, or that it is a realm of chaos. Others might believe that the universe is a dream and that since dreams are simply ideas time is subjective to those who travel between them. Aside from the few who know the truth, it's really up to the interpretation of the characters.
(Gates create permanent links between worlds - within one playthrough anyway - if both have "allow entrance", "allow exit", and "world exit" boxes checked. The first two are selected by default, but the third is not. Generally public entrances should have both selected, but I wanted there to be an option to separate them - some exits should not be public entrances, like the end of a dungeon, but would be perfectly logical to be able to re-enter one the player has finished with it. Hmm, maybe public entrances with "allow exit" checked should automatically operate as world exits? Is there any valid reason for a player to want a public entrance that
can be re-entered, but
does not link back to the place the player came from, even if the place the player came from allows re-entry? Hm, got to think about that.)