in Drupal 6, the menu callbacks are placed in different files than <module>.module.
Usually they are placed in <module>.admin.inc for the admin pages, and <module>.pages.inc for the other pages.
The reason of doing this is to reduce the code Drupal loads when it starts (which is then parsed by PHP), and to increase the performance of the web server. I would call it an optimization.
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avpadernoComment #2
jeffcd commentedDone.