I know the answer In QFT when we create a particle of a certain momenta we create it everywhere, this procedure is highly non-local in coordinate space. So when we create our |in> and |out> states in QFT we need to take the particles to infinity in order to make them free and to neglect the interaction at this level. But this story is a bit different in CFT In CFT we have Vertex Operators, which also create strings but they are LOCAL. They have nothing to do with non local Fourier transform which is always present in QFT calculations. We can create a free strings at a point with certain momenta. Due to locality all of them 100% free(because there is no way to interract. Strings simply do not "feel" each other). This definition of S-matrix is by far better then in usual QFT