He only gives you the option to teleport to a maw if you have watched the cutscene and flagged the associated quest after examining it for the first time. Note that you must talk to Joachim after receiving the cutscene at your first Scars of Abyssea maw to receive cutscenes from examining the other maws; you will simply be allowed into the other zones without a cutscene nor teleport access from Horst. You must also be in possession of at least one Traverser Stone to receive a cutscene at its corresponding Cavernous Maw.