I think it's like asking for cars in a game like Deus Ex, yes you are in a city, yes you might see some cars around, but the game direction is incompatible with zooming around in a car.
That said, I think here is the best logical option we could have:
Buy mounts that would stand around in our camp, and if you have mounts your travel time between locations decreases, and there could be little cutscenes of how we get on a mount and start / end travel.
They kinda did it in Cyberpunk and the game is not that far from Deus Ex in concept. It is just a massive effort for some parallel horse riding gameplay and not everybody has resources for it. I'm fine with no horses in Baldur Gate, mounts are kinda annoying because you have to dismount on every encounter.
