
I think aetheryte travel is granted to those specifically branded as "adventurers", and the average joe isn't able to attune to it, which makes land, sea, and air travel make much more sense. That said, I've always felt like there should be an in-character cost beyond gil price for it. In character, I like to play it as my character hating the sensation of teleportation. It's just so unpleasant. I got the idea from the way J.K. Rowling describes Harry as going through the Floo Network and portkeys in the Harry Potter books. They are horrible and disorienting experiences. To borrow the line from Douglas Adams, "it's rather unpleasantly like being drunk. What's so unpleasant about being drunk? Ask a glass of water."
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No Gods and Precious Few Heroes