In my opinion, whatever it is you do in life and or in a game, having to work for and achieve something makes it mean more to you. That applies to jobs, money, women, practically anything.

Being given something automatically reduces your perceived value of it.

If traveling in Eorzea requires no work, we will unawarely miss out on the beauty of it because we can experience it anytime we choose. It isn't something we have to work for. Thus, creating a game where we aren't amazed by anything due to it's easy accessibility. Everyone wants a challenge. Making aetherytes the only avenue for teleporting doesn't necessarily create a challenge but it places, albeit a small one, work towards our simple traveling goal.

Therefore once we achieve it, we appreciate it more.

Unrestrictive teleportation in Eorzea is wiping what little appreciation there is to be had in this game.

Give it life. Allow us to be grateful by granting us the ability to work for our goals. Whether they are small or grand.