Do caster out of combat options matter?

[Psyren]

Natural consequences aren't punishments.

Sure, but unnatural alternatives get to exist too. D&D worlds are full of things that wouldn't be "natural" by our standards. Like... portals.

If the party Wizard teleports the group somewhere and the response is "well whatever you would have gotten here anyway" it shows a general contempt from the GM in my opinion.

Yet again - I think you're projecting some kind of bad GMing experience onto this conversation that has no alignment with my viewpoint