Right. In the current system you do. I'm asking them to change that. They're under no obligation to do so, but it would improve the quality of life while playing. "You can do it the hard way" is not a good counter for "hey devs, can we maybe make this easier?"
Also, why do you care, and why are you arguing against it? This is a QoL thing that could make your life easier, too, in future expansions. If you want to set up unnecessary difficulties for yourself, that's your call. It's not wrong to ask for things to be easier or more convenient or better when their present inconvenience is likely unintended--especially when the devs are under no obligation to say "yes" to any request that comes in. My position is that, if they spent a few dev cycles to implement this, it would make the task of finding aether currents much less of a nuisance, while still requiring you to explore the zones.
As it stands, Thavnair only has four of the ten exploration aether currents available in the first part, but while you're trying to find them, the compass keeps trying to take you to areas you can't get to--and there's no way to know if the current you're tracking is accessible or not, which can cause you to waste a lot of time on an impossible task. My suggestion would fix that.
If your argument stems from the notion that "I had to suffer through this, and so should everyone" or "this has never been a problem before" or anything similar (which it definitely seems to), I highly recommend you look up the logical fallacy "Appeal to Tradition." Just because things have always been a certain way does not mean they can't be better. It is my experience that the devs at SE who work on FFXIV actually care about things like this, since they genuinely hope that we are enjoying ourselves while we play (just look at how much fun the game is!). Because of this, I wanted to highlight a pain point and suggest a solution. Thus far your arguments against it have not had any merit, and seem to simply be contrarian belligerence.
This really isn't the place to argue against ideas. This is the place to toss up ideas to SE so their devs can determine if they're worthwhile or not.