I agree. I assumed that location was already a club criteria until I tried making a club yesterday and realised it wasn't. Luckily I knew that the Sims I wanted in my club were all from the same world anyway but I would have still liked it as a criteria.
I also agree about Sims not roaming around all the worlds. A Sims cousin who lives in Sulani shouldn't be showing up at a party in San Myshuno, and neighbours shouldn't appear on your family vacation in Mt. Komorebi, haha! Even if it could be changed so that played households wouldn't show up outside of their world I'd be satisfied.
