Hello again,
thanks for your help, and for bringing those interesting examples.
I have been "meditating" for some time about this issue and after reading more carefully the book I was referring to, I think I made some progress.
I now think I have a clearer idea of why the authors define a regular Lie group action in that way. In order to understand it I constructed the following action:
*: \mathbb{R} \times \mathbb{C}^\times \rightarrow \mathbb{C}^\times
where the operation of the group \mathbb{R} is the
addition of reals and \mathbb{C}^\times is the punctured complex plane. If we represent a complex number
z in polar form as: z=(r,\theta) we can define the action as:
g*z = (r^{\exp(g)},\; \theta + g)
Such an action has the following properties:
i) points on the unit circle orbit along the unit circle itself (see attached figure, green line)
ii) points inside the (punctured) unit disk orbit along "spirals" that get arbitrarily close to the unit circle, but never reach it (red lines)
iii) points outside the unit disk orbit along spirals that get arbitrarily close to the unit circle, but never reach it (blue lines).
From this example it is clear that if we consider a neighborhood of a point
z on the unit circle, the neighborhood will contain orbits of points outside the unit circle, but such orbits are essentially spirals that get "infinitely squeezed" towards the unit circle, thus we can find an arbitrarily small neighborhood that contains disconnected pieces of spirals. This is why the authors impose that regularity requires the orbits to be connected.
At this point, one may ask why is it important to avoid such cases? From what I understood from that book, the authors deliberately want "
regular Lie group action" to be exactly those action that
foliate the space on which they act. I haven't familiarized yet with the formal
definition of foliation, but it seems that a group action that acts regularly (according to the definition for arbitrary groups) on the orbits will surely
partition the space, but it
may not foliate it (as in the above example).