So you believe teleporting makes the world feel small, because you instantly move between points, skipping everything in between. But does it matter how large or small the world is if there's nothing you need between point A and point B? You're implying that we should walk simply for the sake of burning off our time doing so, to no added value. We would accomplish nothing during the travel. We would gain nothing during the travel. We would see nothing new during the travel.

If you're in Ul'dah, and you get a quest that takes place in Upper La Noscea, of what value would be Western Thanalan, Limsa Lominsa, Middle La Noscea, and Eastern La Noscea? You've been through all of those zones more then enough times before. You've seen all of the sights, fought in all of the FATE's, and done all of the side quests in between. You know where the gathering points are, you've activated all of the Aetherytes and Chocobo Porters, and you've killed every type of monster across all of the maps.

So why?

You keep asking for a larger world, but the world only serves a purpose if it has a purpose 'at that present time'. Even if the world were dangerous, that would simply make the trip take more time where you're 'still' not accomplishing any sort of purpose. Even if the world were filled with all sorts of fantastic sights and interesting NPC's, you'd 'still' have seen all of them gods know how many times before.

Simply extending game life and play time by adding travel does not improve the game, it simply burns off the time that people have to play the game by instead making them spend more time getting from point A to point B then actually doing anything of merit.


Edit:
As a side note, I would be all for making the air ships and ferries take actual travel time, rather then being instant snaps between zones. We already have teleporting to take us anywhere and everywhere, let people use a more scenic option if they so choose.