Well, there are times when if you allow the AI to walk you to a location it will take you into an encounter you hadn't had before by going near some area you haven't explored. Pretty easy to do that really, so I guess the alternative is that you walk to every location so that encounters are not skipped this way.
Still, if I've unlocked certain waypoints in the game it should be assumed I can get back there without hitting unexplored areas. Quick travel from the map would be nice.