While flying mounts themselves don't bother me, I understand the feeling about consistency, lore, and immersion. I don't see FF14 as the kind of game to go in super intricate levels of detail in every aspect of the world. It's trying to appeal to as large of an audience as it can, so some things are kept simple and standardized. It's not necessarily a bad thing, it's just the type of game it's designed to be.

You can impose your own rules like Vidu suggested. I've willing traveled across Eorzea on the ground before, sometimes I've done it by walking, actually walking and not running. It can help to make the world feel larger and more interesting.