Typically, you're being told to slow down in an MMO whose focus is the destination: the endgame. All the good stuff is at the end. The best dungeons are there. The best gear is there. The best PvP content and titles and achievements are there. The players the devs cater to are there. Patches and expansions provide new content there. In fact, the only reason to play the rest of the game is to level up to get there. The midgame is a hindrance, a barrier to the "real" game, and it's usually neglected by developers once most players are through it.
So if games themselves reward you only for arriving at the destination, why on earth should you feel bad for not savoring the journey?