"Hail Mary"??? The titular D&D monster (the second D in "D&D")..has wings, which it uses...to fly. Strangely, I have seen no rules which restrict them from flying away from convenient cliff faces, trees, and very tall buildings. They are not unique in possessing this ability.
With regard to travel. If the caster has abilities which allow them to teleport, it is just better than horses or carriages or whatever near 100% of the times it is used. If the party chooses to use the methods you've listed, it is because there is zero sense of urgency or value for downtime; it is an indulgence. It's like the people who take trains across the US. Like..it works, but it doesn't really make sense unless what you're after is the journey itself.