That is what I prefer. I actually want a small gap, but like no more than say 500 between antiquity and exploration. And like 300 or less between exploration and modern. There is no way to make it a gradual shift, it will feel abrupt regardless of the calender.
But when I play, I do monitor the calender and probably will moreso with the narrative system they are implementing. (Which I am excited for)
Seems odd to have the story of your empire have a narrative and then have a 1000 year time gap hiccup where suddenly, the people of Greece "did nothing important for 1000 years" and now our story continues with the Spanish. It's very disconnected and seems to work against the idea of a narrative experience.
What's good, is a "fluff artist" could really add something here with splash screens, or text. HK did this very well (with no time gap) and it would be nice to get some of that narrative flair instead of a big banner saying "The Exploration Age has started."