IMO, kill two birds with one stone.

People want a more prominent death penalty. Make players lose anima on death. Gives people a reason to not die, counter-balances the effectiveness of "blood ports", and makes teleporting a much more coveted system. Perhaps tweak the regeneration rates / maximum amount stored down a bit as well.

Players will be more inclined to use Chocobos and Airships to save their anima for emergency ports.