Well the pyramids are a nice way to group back up if you and your partner decide to explore separately. Or if one character lagged behind and combat started they can jump to the others in a sec. You don't have to use them, but the only other choice you have to get down would be going to homestead. And from there you could easily use waypoint to get back to the black cove. To say the pyramids are OP is like saying fast travel/waypoints are OP. Which in my mind is ridiculous.