Is there any disincentivize to using the warp zones so that people don't always skip levels when they know how to?
Or if you want to get more lives for the later levels, you might want to play through easier early levels to stock up.
It's not exactly disincentives for warping, it's incentives for not-warping.
Not everyone games the same way. For many people, cheats add to the experience, they don't detract from it.
Needless to say, SMB isn't most games. It's the type of game you play again and again. And it does not natively include any game save or password system. The warp zones transform it from an hours-long marathon to something you can play through during an episode of your least-favorite Saturday cartoon.