I thought about that when travelling to the Sunspear Great Hall, which requires going through Kamadan all the time. It would also apply to locations like the Command Post, or Fort Aspenwood, or Droknar's Forge, or Eye of the North.
I guess that the implementation may be easy (simply do the jump to the Capital then to the chosen location) but it may have consequences on Anet's server architecture (I guess they use tricks to make sure it's done efficiently). But well, it's an idea to improve the user experience, and I'm pretty sure that if people are interested they'll find a way

What do you think?