Shiz is a school, specifically a boarding school, that doesn’t welcome visitors. Canonically, it’s completely reasonable to seclude Shiz (it’s also in Gillikin… so you’re asking for another city). Munchkinland is, broadly speaking, not on good terms with the Emerald City in the Wicked universe either (to the extent there’s a brutal war after Elpheba’s brother takes over as Oz’s emperor and Munchkinland secedes).
But, the most important question, is why do you NEED to go to any of these other lands? What do the backwater slums of Munchkinland provide, attraction-wise, that isn’t grander, more attractive, or reasonably attainable in the Emerald City? Same with Shiz. The EC gives you Wizomania, food, shops, and the foundation for numerous rides.