Even me, a player who prefers to do things the slow and hard way still prefers travel via aetherytes. In any given day, I travel so much between different zones that if I traversed everywhere without the use of aetherytes it would either add an exponential amount of time, or greatly reduce what I get done that day.

That said, every once in a while I will still take the long road from point a to b. As another poster stated, you don't have to use them if you don't want to. They are a convenient means of travel that you pay for with gil, and are not mandatory. You don't even have to attune to them if you don't want to and if you feel as strongly as you state, this list should be small to non-existent for you.