I know it feels like you can just instantly taxi all your caravans to their destinations, but consider that with global mana, this is probably only a good strategy while the AI is fairly weak. At 16 mana a pop, teleport seems fairly cheap, but consider that imbue champions cost mana per turn and 16 mana for a one way move is a fairly steep mana price just to move a caravan. While this may be a fast way to get roads, you still have to wait for the caravan to do its route for a while before your roads actually develop into something more useful.
From my point of view, the issue here is that trade routes and roads are instantly built when a caravan reaches another city. I would really like to see an update to caravans so that they only apply their bonuses when they reach their destination, and that the applied bonus can be specified end to end. For example, I would love it if a caravan took materials at its source city and gave you gold when it reached its destination. This is just one example of the types of diverse infrastructures that could be built.