Absolutely agreed. We have a lot of different mages, some extremely mobile (like LeBlanc) or not mobile at all.
I want to bring an example from World of Warcraft with what did they do to classes in retail. Compared to Wrath of the Lich King expansion, every class was unique in what they were doing. Some had insane mobility and damage, but lacked sustain damage. Some were almost undivible because of their kit and posed a decent sustained threat overall. But then, after few expansions, I come back to World of Warcraft and I see every class have almost the same kit of skills. Every single class has stun, interrupt, mobility etc.
My point is: Let's not give a champion a tool that will negate their weakness. Picking a champion is in my opinion a trade-off: What my champion wants to do, what they should excel at or what can they be weak at. Putting whole category in a spot where every single champion has a tool they can use (in that case, mobility ability) would mean that there will be a lot less different mages played. Best mages would be figured out, rest would be just "Oh, so it's X champion but without Y) Thus, disparity is good, amazing if there are a lot of champions of the same category.
That's just my take on it.
Another question is, whether generally they should lack mobility. It's both yes and no.
Currently, mages are tuned up to a point of being one shotters without any MR/hp items. Let's take Annie and Katarina.
Annie has no mobility, relies on Flash or a sneaky way to get to the target and nuke them down. I'm absolutely fine with Annie nuking my ass, that means that I have to watch my and her position.
Now Katarina. Known for pretty good burst, snowball potential and insane mobility. Assuming she got some kills in the early game and she knows what she is doing, there is little to say if you're backline. Unless of course you have a stun/silence that you can quickly do, cause your death will not be long. What's the counterplay against that if you're an ADC? Pray that anyone else will land their CC on her or just not engage and wait for her to do their first move or when she throws her Q, disengage.
That is a combo of mechanics that I'm the most salty about in LoL. Mobility and Burst Damage. Extremely snowbally, little to no counterplay if played correctly.
Back to the Annie/Katarina comparison. Annie has much higher burst than Katarina. More single target centric although still decent at AoE. Now imagine giving her some form of mobility. Of course it would mean other abilities will be nerfed (most probably). There will be another mage that wants to dive your backline and one shot the living crap out of everyone, like most mages do nowadays. Do we lack these mages? Absolutely not.
How should Annie be buffed then? She's strong at Burst Damage, Antidive, CC. Maybe buff her ult so it becomes a threat worth considering focusing on in team fights? So Annie player could consider casting an ult not to burst someone down, but for general value. Come to think of it, I would love to see a champion that uses ult for value outside of fights. Something like Yorick ult. My idea would be that her ult duration is infinite until it dies (then, cd starts). When Annie would proc her passive, Tibbers realeses an explosion that stuns all around it instead of CC on spell that Annie casted.
Sorry for the post that long. I had a train of thoughts and wouldn't feel good to abandon any points.
TL;DR: The change to Annie's mobility is lazy, give her more uniqueness.