Really only need to pop a short tunnel from end of Serendia Shrine to Drieghan.

Thanks!

This would be a cool addition. Exploring and adventuring would become more important especially if these tunnels were secret paths that didn't auto path

Tunnels filled with monsters like the Serendia Shrine shouldn't autopath yes. Would be some incentive to ride yourself if you're in a hurry :)

You can secretly move trough the mountains even now...

There is one, it's behind bloody monestary, only problem is THE DOOR IS CLOSED.  It's obvious that they planned on having this be a path to Dreighan at some point then forgot all about it.

No need for a tunnel just go over the mountains, get yourself a pegasus if you are worried about the fall damage on the other side, but there are pleanty of paths that you can climb up and back down to get from Serendia to Dreighan, there just isn't an easy auto path and there shouldn't be.

they could create an opening to KZ area in the southside of the mountains. 

If you use the escape function inside of Serendia Shrine, it actually pops you out in Drieghan. So, if you're that desperate to get there quickly, there is a way.