It was understandable in GTA IIi. It was a new game.
But driving half-way across the map to get to a mission just isn't fun anymore. Especially with the slow driving of GTA4 and the massive overworlds of San Andreas and GTA5. At the end of IV and V, I never opted to participate in the street races. Why? Because I spent literally half of the game driving (and half of that half was just driving to missions).
Yes, there are taxis that get you to where you need to go but it makes the problem even more apparent, as not something that needs to be reduced but something that should be cut out entirely if the player wants to.
On the cell phone, there should be a mission menu where it lists the available missions, describes them in a sentence or two and allows you to instantly start it from there. GTA V had a menu like that but you couldn't start the missions from it, so what's the point.
Or perhaps this is a sign of a greater problem. The overworld mostly just functions as a mission selection device rather than an overworld. Or perhaps the structured feel of driving into markers and looking at the GPS as you drive just feels very structured for a series based on mayhem.