Actually, Thom teleports in LR. While dying of that Gift fever. It's a weird little scene: he shows up in Alanna's room at - was it Myles' house? And he must be physically there: he's solid enough for her to hug and she can feel he's burning up.

Then again, I think Thom might be more than a bit abnormal. We never see that sort of trick again.

Your point still stands, though. The only other rapid mage transportation we see is Numair in bird form, and that's explicitly stated to be something only a rare few can do.