In some older games, traveling across the large map was just par for the course, so to speak. Many players found it just a giant hassle and complained that it was simply put in as a way to get you to spend more time paying for the game. In more recent games, many developers have opted to add in waypoints or instant teleportation access for those more casual players who don't have the time to spend running from point A to point B.
When we look at fairly recent games like LotRO or Vanguard though, we see that traveling across the map is just part of the immersion. Sure, it may be irritating when you have a quest that takes you from one end of Eriador to the other (unless you're a Hunter), but that's the whole thing with the Lord of the Rings lore. Exploration and taking your time, enjoying the scenery, is just what this game is all about. After all, it took Frodo three whole movies to get from The Shire to Mordor, right?