Although Eastern Province is vast, the areas of activity for the many Cultivators are actually limited. A Cultivator couldn't possibly always head east while his Sect is situated in the western side of Eastern Province.
Even for someone at the Ten Different Phenomena Golden Elixir Great Perfection beneath Earth Immortals, flying from the westernmost to the easternmost point of Eastern Province would take more than two years.
And flying from the northernmost to the southernmost point would take even longer.
Just like when people mention East Demon, West Immortal, South Sound, North Mansion, and Central Qu Wu, they aren't actually located in the east, west, south, north, and center of Eastern Province. It's just that relative to each other, what's in the east is called East Demon and what's in the west West Immortal, but actually, West Immortal is further north than North Mansion. It's just a convenient way of speaking that everyone has adopted.