I agree that the error message has more than likely been introduced together with the world fusion, as before that, there simply was no need to have one that tells a player how impossible it is to join an order in another world. (You and me both wouldn't have tried, and if we would have, we wouldn't have expected a message telling us it's not possible.) The world fusion changed that. Now, it appeared possible to join an order from another world in a world group, so it was of course necessary to program a small error message telling you it's not possible. (I have no experience in programming, whatsoever, but I strongly assume that programming said error message is far less difficult than changing a fundamental thing in the code. Suddenly, players from other worlds would be able to join a world in their group, but still not another world outside of their world group. That's not "just" a new error message.)
Anyway, it has been talked about internally before. I am also still forwarding all hopes and suggestions from the community I can find regarding that and share it with the developers. From that point on, all we can do is wait and see.
Regards,
CApeX