The missions always teleport the player around, based on what the mission is. Now, I think this is fine for the "Hey, let's take a tour of NPCs" mission, but for all the rest, I feel like it really subtracts from the exploration of the game. You can complete ALL of the rescue camp area without ever having to leave the rescue camp entrance.
While in Haven, your Knight just psychically talks to everyone, standing in one place, rather than having to go up to physically talk to the NPCs.
I suppose it would feel more complete if the Knights were actually required to walk to locations on some of these objectives.
Yes, I agree. It would feel slightly more immerseive (and better teach knights the locations of things, such as where the bazzar actually is) if you made the knights walk to some locations. In addition, it would actually feel like doing something, rather than completely getting your hand held though it. Simple and easy is nice, yes, but putting in too much streamlining might take away from the game.
This would also give another nifty function to the lockdown HUD arrows... you could reuse the arrows to show where to go for a current objective.