I understand the programming behind the Shortcut only sending you to the last boss you cleared.
However, when you get killed by, say, the Mist Dragon in The Burn and you have to trek back across the white desert for a few minutes it's a needless nuisance. It's an outlier in FFXIV as a game that generally does a great job of respecting the player's time.
I'd recommend using the location for the "Mapping the Realm" unlock as an extra teleport point for the Shortcuts. This would make it so that if you die on the final boss you can Shortcut back to the room immediately outside the boss arena, rather than retreading empty ground for no reason.