The reason why this is possible is so that a party doesn't have to wait 30-60mins while one member of the party travels to a camp that everyone else was able to get to instantly. This could potentially lead to the person being kicked in favor of a player who has previously been to the camp, and that could cause a lot of strife for new players.
Systems like this do not exist in order to cheapen anything. They exist because the alternative, while better in theory, actually causes more problems. If you want to explore, go explore. No one is stopping you. Just don't try to disrupt the flow of the game for everyone else because you think it was more fun when you had to go uphill both ways in the snow with no legs.