From the late 1950s to the mid 1980s, DC Comics did an irregular genre of stories labeled “imaginary stories” and largely appeared in Superman comics during the 1960s. These were stories that occurred outside of the regular continuity. Marvel Comics did something similar with the What If? Series from the late 1970s through the late 1980s. This largely explored different team-ups and storylines, also outside the regular continuity.
It appeared at first that the Wonder Woman/Conan crossover comic was an effort that would be similar to the “imaginary” and “What If?” stories, but actually, the story ends up being entirely consistent with both continuities. Hmm, how to explain the confusion without giving away too much in case folks would like to read the miniseries? Suffice to say, Yanna is not Diana and Conan doesn’t sleep with either one of them.
BTW, I followed the story of American women trying to get Wonder Woman accepted as a universal symbol of feminism (She was an honorary UN Ambassador for a brief period) and notice that her outfit in this miniseries has been de-Americanized. She maintains the familiar red and blue color scheme and the “W” motif, but it’s no longer star-spangled and seems more Greek than American.