They only added the other modes of transportation so facilitate lore, people without much gil, and for the sake of variety. Let's be honest here regardless of how much of the world YOU wish to see we would grow tired of it just as fast anyways. The game is catered toward a casual crowd who "don't have much time to play." This means they need to be able to move across zones quickly. Say you are on your lunch break, 1hr, and you want to do something in zone B but you have to go through zones E, F, G to get to it. This is not a good design for a company who wants to retain players by keeping them in the game playing.
I know you may argue, well it would take them longer to do things but taking a long time simply due to travel is hardly fun for a majority of people. I love going outside and I run on a daily basis, irl, but it doesn't mean I want to run to the grocery store all the time when I could drive instead >_>