If the players are having fun, is this a problem? I think exploration is part of the game and I love doing it, but your players may not want it. Be sure to discuss the group's expectations regarding the type of elements that the campaign should contain.
It is possible that once you report it, they can solve the problem themselves. If they agree, they would like to explore the game, but they do not feel that they have a reason to do so, read on.
Basically, the problem here is that players do not see the interest of do not teleport. It's easier, faster and probably safer. You must find a reason for them to explore. Below, I gave some of the things I would use to do that.
Reward them for it
The easiest way to encourage anyone to do anything is to make them do it. This can be in elements, xp or opportunities. You must inform your players that it is clearly advantageous to explore the world in which they live.
Some rewards you can use:
- XP: I do not know how the upgrade works in this system, but I've already played in several different systems where we added an XP Direct reward for discovering new locations.
- Unique objects: some objects can only be obtained through side quests. Side quests can only be found while exploring.
- NPC Allies: By not exploring, they miss the opportunity to meet people. Create clearly useful NPCs that they can only meet while exploring and they will be encouraged to look for more.
Do not give them a destination
To extend the second point above, perhaps there are whole story quests or arcs that compel them to search for something and that teleporting will not help them.
I do not know how their exact powers work, but many systems say you can not teleport to a place you do not know. Give them new places and destinations regularly and they are forced to explore it for the first time. This makes their teleportation a fast travel tool more than an adventure tool.
Penalize them for not doing it
This is not my favorite approach, but you can try something if they still do not understand.
Do things happen without them? Riots, advertisements of billboards or more subtle things. Whatever the case may be, continue this story even if the players did not come. The player did not cross the city? They were not there to save this bus loaded with orphans. They did not explore this building? They missed the bandit's warning that he was going to murder the president.
Whatever your story, make it clear that they have forgotten something. Communicate them through news broadcasts or advice from their allies.
They have a flat no? So they have neighbors? Or do they have loved ones? Anyone for whom the PCs would do any thing? Use these characters to get the PCs to explore. Maybe grandmother needs help to shop? Maybe their neighbor owes a lot of money to someone and that he needs help to do it? Heaps of classic superhero stories start with the heroes who shop every day, so encourage them to go out and do them.
This one is more related to your specific group and the type of game that they enjoy. Why are they teleporting always? Is it because they think it's more fun or that it's easier?
Determine what kind of game they want and make sure they have a lot when they are going to explore. Maybe they are the kind of band that just like to complete missions, so give them a lot of mini-quests that they can complete while exploring. Or maybe they just like boss fights and that they can not be bothered by the preparation. Set up car chases and major action sequences that they can only join when they are at the same time.