Agreed. Admittedly, it is rather hard to clearly show three dimensional areas on two dimensional maps, but I think they could do it better than our current ones. Have it clearly show just what's at or near our current level, with grayed out icons for places at higher or lower altitudes and lighter or darker shaded areas showing where we can ascend/descend to those different parts of the map. Then, just as we can move a cursor around the map, allow us to shift the map up or down along its z-axis, so different areas get highlighted until we find which elevation our desired destination lies at.

There is a little of this at the south-east corner of Eastern Thanalan, and there's that area of Ul'dah's Steps of Thal where it switches between two maps without a region-change boundary as you go up or down a flight of steps, but there's a lot more areas that could use this sort of map logic and don't currently have it.