Maybe whichever way Team RNJR was coming from didn't have trains coming from that direction? Yang had to take a boat and a bike as well. Oscar probably lived somewhere in Anima before making the journey, so he probably had easier access to a train than RNJR did.

They never really say why they decided to walk in the first place, and Ruby thinking it wouldn't take as long was only one factor in that decision. Maybe they wanted to train on way there, seems to have paid off significantly for Jaune.

They were going to take an airship in that one in that one city, but it got destroyed.