Hmm... I can see the merit in your request but on the other hand I'm glad that SE didn't involved the whole harty /star system in the way you change jobs.
As far as you can go - there is allways a moogle involved in changing your jobs - so you can say job changing is moogle magic.
Also there are many ways implemented to reach your destination. In the begining it was just teleport, warp, chocobo, airship and OP warp but by now you could also use different items and NPCs. So there is no real need for that anymore.
Atm - there are only two areas you can't reach directly but SE told us that these areas would be added in the next patch.
See:
http://forum.square-enix.com/ffxi/th...ed-Refinements