In the land of Godville there is no such thing as cars, bicycles, skater, mopeds, etc. The only things Heroes have to move from town to town are their two feet. As we all know, cities are miles and miles apart. Well, they seem to be for the Heroes, but that measurement probably isn't accurate. It is obvious for heroes to want to get to a new town or go back to the nearest one as fast as possible. This is why they learn transportation skills.
These skills are no good for fighting, trading, or gold brick making. These skills instead allow your hero to jump from milestone to milestone like a flea on steroids. These skills can be especially useful for times when the hero has to go back and heal, get a new quest, or simply drop off their loot.
Normally, a hero progresses 1 milestone once every minute or so. With one o' these skills, those pesky milestones go down by 2's, 3's, maybe even 5's! This greatly reduces the time spent on the road and can make the hero burn hundreds of extra calories.