This isn't an exploit, just reasonable behavior by anyone who wants to get back quick after a long quest.
If you like running around being chased by rats that do Mach 3 then by all means go ahead.
No doubt there will one day be a way to teleport there; until this is added think of this as a workaround.
If the game has journeys that must be done (like the trek to Chains of Flame) then I'll do it with maybe a bit of grumbling.
If instead there is an easy way to avoid such an unrewarding adventure don't be surprised/complain if people take advantage of it.
As for the roleplaying aspect, remember this is a world where people can die five times in an hour; given the value of convenience to adventurers, I think it qualifies for the moment as an acceptable (though gruesome) form of travel.