Man made worm holes mean that new passages can be created or destroyed. If the movement through a wormhole is instantaneous, this would allow you to escape a lot of gameplay possibilities.
Likewise, if traveling through a wormhole (or hyperspace dimension) takes time, it opens up room for gameplay between sectors.
Even with only natural worm holes, natural borders would be an illusion. In your example, you could either pay the taxes or use your limited jumpdrive and jump a few times to cross the entire distance otherwise traveled by a wormhole.
For instance, it should be possible to travel to a system not connected by a wormhole with some sort of jump drive. In our own universe the closest system is about 4 light years away. Meaning this jump technology should be able to travel at least that distance. So, if you want to travel to a system 40 light years away, you'd have to jump 10 times. For large shipments this might be cheaper than paying tax and/or the extra cost of escorting your transporters through normal shipping lanes. (Chances of meeting pirates in empty space are practically nil)
Invading forces could do the same. Even jumping 100 times to get the surprise attack would be worth it.
Edit:
After reading some of the older topics, I think this point is moot:
JoshParnell wrote:I think you all have done a good job of scavenging around to find the things I've said, but I'll just restate the big ones so we're all clear
1. Star systems are discrete and non-connected. You must find a jump gate or wormhole to get to another system, unless you have a...
2. Jump drives are available for large enough ships. They require a "fairly large" ship and a good bit of cash. They also require fuel for jumping, which is dependent, naturally, on the range of the jump. No surprises there
3. No invisible walls, you can keep going as far as you like outside of the system. At some point floating-point accuracy problems will start causing your ship to jerk around erratically, and the physics will start to degenerate. But you can keep on goin if you want.
4. Flight is somewhere between Newtonian and arcade. You can control how much "drag" you want, but you can't turn it off altogether, because it would break the physics engine to be able to reach an infinite velocity. So the main point of the flight system is that you won't be able to achieve absurd velocities, but you will be able to achieve strafing runs and engine kills and what-have-you. So Newtonian in terms of max velocity, no. Newtonian in terms of maintaining course while rotating, yes.
5. Power management will be an integral part of managing your subsystems!