Thanks for compiling those quotes. That is quite a geometrical quandary, and you've got me thinking about math now...
In spherical geometry, we often imagine that a person on the sphere perceives their space as locally linear (i.e. flat) even if an external observer sees the true shape of the space. That's why you can walk in a "straight line" on Earth and have it make sense to you.
Since Shadesmar is the cognitive realm and everything there exists based on the perceptions of thinking entities, perhaps "locations" in the cognitive realm don't really have a distance apart but more of a connected relationship. I'm thinking of how you might connect nodes in a drawing of a graph or a social network (image 1.) In such a mapping, the nodes (circles) are important, and the edges show the connections between, but they don't express measurable distance.
Perhaps as you get to the "edge" of the known Roshar in Shadesmar, "space" starts to warp and you can only travel to places that are cognitively "linked' to you. This reminds me of how distance and direction get strange at the edge of a hyperbolic disc. (image 2)
A worldhopper, however, knows that other places exist, so perhaps they are able to perceive and travel on the connections between the worlds, whereas a native Rosharan (etc.) would not. And then as the connections become more traveled, more entities know about them and the paths between worlds become highways.
As to fall damage? No idea. Maybe if you fall from height you perceive yourself as having died, so then you die?
image credits:
https://blogs.scientificamerican.com/roots-of-unity/graph-theory-and-cocktail-parties/
https://www.reddit.com/r/GeometryIsNeat/comments/95au4r/sunflower_spirals_in_the_hyperbolic_plane/