I remember reading somewhere that Return is often cast when people go unconscious, aka why we show up at our homepoint when KOed. For most people, they're more of an emergency measure then anything else. That said, there's so many people who can make regular use of anima/teleport, that taking away fast travel doen't make economic sense. It would essentially cause the adventurer system to grind to a halt for the most part. I got the feeling that a lot of the large-scale side-quests exist because most adventurers can get around the realm faster then the people hiring them can.