I don't think teleport kills immersion. I like that it's there, for example when I need to travel from some random hill to Idyllshire. But sometimes I do get on an airship or hire a chocobo if it is within a zone or from a city-state to a city-state. It all depends. I guess some people need more to in order to 'immerse' themselves in the game. I am immersed as soon as I log in.