Considering the game is about being an outlaw in the old west, which entails being chased by bounty hunters, dealing with rival gangs etc, it would make being an outlaw meaningless if you could just beam around the map at will. Every western movie with outlaws, or hell stories of actual outlaws in the old west, is about them living on the run from the law. There's trains that allow you to fast travel, as well as stage coaches. Although stage coaches don't take on outlaws with a bounty so you'd had to do stuff like play the game to earn money to pay it off so you can use them. Otherwise just go download a 100% save and use the menu system to replay the story missions. In the future you might want to avoid open world games because you seem to hate the openess of every one of them.