I mean can't they just add a joy stick to the remote controllers for walking/running movements.

Games have done this, it causes motion sickness. Especially when standing. When you are standing and you push a button/stick to slide a certain direction it easier for your brain to feel off because you're moving without action. (The only games I've gotten motion sickness in VR from are games that force this...)

Where you can stay in one place only moving your arms and legs. Just that you don't need to walk to places

Plenty of games have done this too. Problem is many people don't like because they feel silly doing the motion. It certainly works well enough, in fact I had a blast at E3 playing The Walking Dead Onslaught. Running in place at zombies, with a machete in hand.

(And I'm working on a VR game that will hopefully do this).

Ultimately the teleporting mechanism in most is simply the fastest and most comfortable option. So developers do it to ensure the most amount of people are able to play their game.