Apparently, there is a ladder onto the ship. Use that instead.
I see why Blizzard is so anti-flight. Boralus is amazingly huge feeling when first learning how to get around it. Suramar was equally impressive, but it was just for questing in - so not quite the same as having it be the main home city. Flying out of the gate would certain hamper that feeling of size. I had to ask a guard how to get back to the Inn :P