Oh boy I get to lore sperg, sweet!
Teleportation in the Wizarding World is referred to as Apparation and is not used in all contexts for the following 4 reasons:
1) Apparation is unpleasant - While it is possible to become accustomed to the sensation with repetition, Apparation doesn’t feel very pleasant. It is common for people to vomit upon reaching their destination the first time they apparate.
2) Apparation requires a loisence - Wizards are not allowed to apparate outside of apparation lessons until they successfully pass a practical exam and receive their apparation loisence. Apparation is a fairly advanced skill and the test can’t be taken until age 17, which is Wizarding Britain’s age of majority.
3) Apparation is fucking hardcore - The reason you need a license for apparation is because if you fuck it up you can seriously maim yourself. This is called splinching. In the books, there’s a girl who apparates a short distance during an apparation lesson and accidentally leaves one of her legs behind, which then has to be magically reattached. To pass the exam, you have to apparate a whole bunch of times without splinching yourself at all - Ron Weasley failed his exam on the first attempt because he left half an eyebrow behind, which is still splinching even if its a very mild form which doesn’t require medical attention.
4) Apparation has hard limits - The further the place you’re apparating to is from your starting point, the more likely you are to splinch yourself and the more severe the splinch is likely to be. Not even super powerful wizards try to apparate to another country or continent because there’s a pretty high chance that they’ll literally just fucking die.
So yeah, other methods of magical transportation are better suited to long distance travel, and a lot of wizards are willing to forgo the speed of teleportation in favour of the safety and comfort of a carriage or broomstick.