Explanations vary.
Some sources have claimed there is only one Negative Zone. In Heroes Return, the lost Avengers and Fantastic Four on Franklin Richards' Counter-Earth needed to travel through the Negative Zone to properly return Earth-616., using it as a waystation. This, however, may have been necessary only because Franklin, who created the Heroes Reborn reality, did not create a full parallel Negative Zone. Similarly, Annihilus remembered the Fantastic Four when Blink visited the Negative Zone during the Age of Apocalypse, suggesting only one Zone. The reality disrupting effect of LegionQuest and the M'Kraan Crystal simply may not have crossed the matter/anti-matter barrier by this point, though.
During Annihilation, a different explanation was proposed. Annihilus claimed that the positive matter universe was encroaching on his territory in the Negative Zone. In other words, there is a finite amount of "space", and because our universe is continuing to expand from the Big Bang, it is expanding INTO the occupied space of the Negative Zone, making it smaller as we grow larger. Because each universe expands separately (and at different rates according to Exiles and other alternate reality storylines), there must be a Negative Zone for each positive matter universe, like a yin and yang. Of course, Annihilus has always been, technically speaking, batsh*t insane, and the scientific support for his explanation is unknown.