I agree with you on the teleportation thing, it looked very silly.
However, there is a large difference between high and low fantasy to me, and that's the small-scale and occasionally large-scale consistency of the world.
Example, in Skyrim, I don't believe it is ever explained what the requirements for having magic are. Do some people have magic, and others don't? Apparently so, as magic users are very rare enemies to face. And yet, no one even expresses the slightest surprise or intrigue at the player character's magic ability. Why don't the bandits have magic? Why don't the guards? The townspeople? Who knows. But they don't. Why? Because game, that's why. Game. that's the reason.
Why are there so many bandits? where are they coming from? what are they even doing out here? Game! Game is the reason.
These questions are not mysteries, things meant for the player to find out or theorize on. They are simply there for the game.
Questions like "Why are these people down in this dungeon? Why do they look like that?" In Exanima can be answered through the game world.
What is Sir? What's he doing down here? These are not questions the game has failed to answer. Sir is not there so the player can fight him. Instead, he has his own reasons to be there that can eventually be pieced together. If Exanima was high fantasy, there would probably be three giant monsters running around. If Exanima was high fantasy, there would not be ruined storage rooms or realistic design layouts. The whole thing would be clearly based around the player. Like in Skyrim. You go this way, then this way, then that way, kill the boss, get the treasure, and then leave through the convenient shortcut. What? Why hasn't anyone been down here yet? Why haven't people found the convenient shortcut and gone through that way? What's even the point of this place? To hide your treasure? Ever heard of a bank, dumbass?
I'm getting off topic, but yeah. At least, that's what I think is what makes Exanima special.