Usually when I find this happens is when I interrupt the profile. The profile is a big checklist and it knows that when it finishes one, it only needs to walk 5 steps to pickup the next quest.
If you (like I did) stop and port to the city to get rested or sell or anything, you may have to manually fly to the next quest pickup when you resume. Otherwise all it knows is that it finished the last quest and is supposed to Move To (not Fly To) the quest pickup. So it works, but like you said is slower.
I suppose you could change all the MoveTo's to FlyTo's but it will not look natural if you mount and fly 5 feet to the next quest.