Many of my close friends and family have made characters on multiple different servers, and I have gone to many of their servers to delivery crafted armor or anything I end up getting from something, I know they want more than I do, such as minion drops. The whole reason we choose the servers we thought sounding cool was due to the server travel feature. If that changes I would hope for a free world transfer at that point to pick which one we all wish to be on. Right now it is more relaxed and each server has their own unique atmosphere to explore as well.

Also I may be missing something, but when I world travel there is no cancel button you are just stuck until happens I never tried to see if I could log out during it though