I think a lot of people have a subconscious desire for a "complete" map. They want any land to be fully within the extent of the map, surrounded by water. So we tend to get world or continent maps where a much larger scale map (In cartography speak "scale" refers to the ratio of map distances to real ones, so "larger scale" means "less zoomed out") would otherwise be more appropriate (and they also tend to fit neatly into rectangular maps). There's also a bit of a tendency toward projecting modern ideas of what a "country" is onto historically inspired (if only loosely) fantasy. Modern countries like Canada and the US, or even the comparatively smaller countries of modern Europe, are BIG compared to most medieval polities. Even things like the Carolingian Empire, Holy Roman Empire, and for most of its history, the Byzantine Empire, were comparable with say, modern France in size, and were considered then to be massive empires. Even the Roman Empire, at its height, was less than half the size of the modern US, and in medieval times that was considered an unthinkably huge, world spanning thing.

It's just a hypothesis mind you.