I know exactly what you're saying. It does take away from the immersion, but it allows people who don't have enough time to still do a couple levequests.

My example would be from FFXI, where you would always have to run by the newbie area on your way our of town. Sure its annoying but you remember heading out seeing the low levels and preparing for the journey / quest your about to take on. Passing by the familiar places on the way out.

When I teleport around in FFXIV I am missing a part of that immersion and it feels like I'm doing my own thing.

That being said, there needs to be an option to do both or people without much time will not be able to do anything in the game. Especially when you have to run for 10-15 minutes to get to the place you need to be. Anima helps control the overuse of it. So eventually even the heavy users will have to walk the walk.