It would be a good bet that not many know about their Mistwalking. The Cyradon races know most likely, but not anybody else (and not all of the Cyradon races, mainly just those friendly with the Arali).
Outside of Cyradon, the ability would be unknown by other races, unless they discovered it themselves as well (and none of the main Anias races have, not even the Sithi).
The Sithi -- they might have older tales regarding the Arali Mistwalking, but it has been several elven lifetimes since the Arali were in Anias, so they would only be tales to those now living.
Also, if you think about it, Mistwalking longer distances is going to be more draining than shorter distances. And even with shorter distances it will be difficult. Mistwalking will not ever be a common method of travel. It is used in emergencies and special circumstances.
The Mistwalking is likely not as draining as travel through the Portals (well, as the travel through the portals was for the refugees (the draining effect being a way of keeping new comers from being immediately hostile - a safeguard set up against the Orsai in case they figure out what is keeping them from entering in the first place)).
But it is likely to be tiring at the very least, especially for the Weavers who do the ritual. And since it is a ritual, that means that it also cannot be quickly used either, no using it for fast getaways...