I think such a feature within the expansion would be quite awful not only for people who don't own them but also to those who will be just starting the game. It's a long way to HW when it's your first time, especially if you like to explore everything the game has to offer. Would be completely different if we didn't have to go through the story to get to the expansions, though. We'll have Jumping Potions, but I won't argue about I don't want to digress too much.

I didn't finish HW yet, but Mor Dhona seemed like a reasonable place until the end of post-ARR events. However, if they're going for a snowy area it would be nice to put the entrance in Central Coerthas, which wouldn't be too nonsensical seeing as how some Ishgardians live there. It's also a very reasonable choice bc we have residences in the middle of the desert, the forest, and by the beach. A snowy area seems like the next step and although Central Coerthas isn't chronologically close to the beginning of the story, it's still not as far as HW. I mean, not considering the Jumping Potions...