If i recall, in ETW and TW:S2 didn't have this feature (I didn't play NTW so I can't say about that). Was this because of the change from the old engine to the Warscape engine? I miss that feature from RTW and M2:TW and like the settlement zoom-in feature would like it to make a return.
I remember playing as the Seleucid Empire and seeing famous battle sights in Greece between the Greeks and Macedonians and in the area of Epirus one between the Romans and Macedonians. It added flavor to the map, that there was history being made elsewhere in the world whether I was there or not.