For a bunch of magic people with the ability to fly, why the eff do they walk everywhere?
7/20/2010
Additionally, the proper practice of magic expends energy on the part of the user in direct proportion to the strength of the spells used. The books actually deal with the Weasley twins’ predilection towards using disapparition (think: teleporting) once they pass their tests. Generally only used for longer distances, the twins used it to show off and appear downstairs for dinner, for instance.

Are we talking the books, or the movies?
Also, your question could be roughly ported to Real Life as “for a bunch of people with access to motorcycles, why do they walk everywhere?” Some people don’t like the sensation, some aren’t good at it, and for short distances it’s overkill.