I'm not sad about Anima removal because, as Yoshi-P said, there are many situations where you have to move to the other side of Eorzea to take part in an event, so you have to be as fast as possible. And I'm also convinced it doesn't steal anything to the excitement of exploring, because the new Eorzea is so beautiful that everyone will be pushed to travel through it.
But what I'd like to see is a little bit more difficult to reach or get the ability to teleport somewhere.

It's quite easy getting a teleport by just touching it, for some Crystals (Such as the ones in Mor Dhona, a treacherous and perilous place hard to reach) it would be great having quests, NMs, missions to complete to get them. (I'm not talking obviously of Bentbranch or Tranquill, but something like Brittlebark, Revenant's Toll, Crooked Fork, ...)