An easy way to deal with Anima is that possibly some new worlds/areas that open up are more hostile and don't support instant teleporting. So I could say, maybe instant travel around the 3 civilized worlds, but not necessarily directly access all of the more hostile environments without a little planning. (Otherwise, what would prevent us from teleporting an entire army into a Garlean city...). Like you could teleport to the front lines of battle, but from there you have to ride your Chocobo.