Time zones (if you wanted them to make sense) would go in straight lines north to south splitting the world into segments like an orange. Doing this means some places have one time for their whole country except for a small portion and that would just get confusing, so they told the rest of the world that their whole country would use the one time zone. Have that sort of thing happen a bunch (and some places just wanna be the same time zone as a trade partner) and you get the squiggly lines we have now.
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