Why would you be horrified? Are all American midsize towns, less than 200 miles apart, connected by direct non stop flights? No, they are not, because those flights would not be profitable. That is even truer in Italy where there are several alternative to flying, which are much faster than flying, even non stop.
For example, besides driving, one could take the fast ferry from Reggio to Messina Marittima and from here take a train or bus to Palermo. You can be in Palermo in about 4 hours either way. Of course the fastest would be a car rental. Ferry plus drive would be about 3 hours.