Sure, it's inconvenient to walk/run places, but I like to sit back and enjoy the scenery. And I wouldn't have gotten some atma (when it was hard to get) from random FATEs I randomly entered if it was possible to just teleport to a spot within a 20 yalm radius of my destination. So step out there and smell the roses! Get some ingame vitamin D! Work on your characters condition before his knees lock up from not enough use!

Besides, if there was an Aetheryte shard at Mordor, the LotR trilogy would have been but a single TV movie instead.
Then again, I wasn't a fan of the movies...