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In the book universe, Voldemort is the only one who unlocked flying without some kind of vehicle (which a few others learned at some point, like Snape). It was more cinematic to have everybody flying around in the movies, though.
Eliezer yes-that-guy Yudkowsky wrote a whole-ass HP novel, and it is everything you would expect. Good, bad, and ugly. But the good have some genuinely clever details. Voldemort can fly because he went to a shop that makes flying brooms and had his fucking bones enchanted. He gets lifted into midair, from the inside, and it’s not pleasant. But it’s the sort of flex that a supremacist asshole thinks demonstrates the innate superiority of his entire ingroup… while really only showing that he, individually, had a cool idea, and then killed the guy he hired to do the actual work.
Both points are undercut by the fact his new body also flies. He’s got half a broom strapped to either leg. A+ problem solving, C- to all the other wizards for never trying that.
You can get anywhere using your feet and walking. You can use your feet to pedal a bicycle. You can use your feet to work the pedals of a car. All of them can help you travel great distances. Some of them require less of your feet. Same with magic and magic items.
There’s no direct in universe explanation that I can recall. But, if you look at wands, you’ve got special materials being used to harness and control magic in a way that isn’t possible without them.
So, it would make sense that brooms would be made of similarly special materials that enhance flight, or make it easier. Which, other forms of flight do seem to be less efficient overall.
Not that the idea of magical tools is exclusive to potterverse. Pretty much every magic based fiction includes some kind of crafting or another where using magical materials does something different, or working magics on materials makes them permanently able to do something difficult to do on command.
So the broom thing makes total sense, even with other methods of flying available.