Currently players just pop into existence on Sanctuary in certain preset locations. It would definitely help with keeping players immersed if there were spawn tubes in Sanctuary. For that matter, maybe AMS systems could have lights pointing to where soldiers spawn around them or something of the sort.
I'd rather be asked where I'd like to spawn then I'd choose anything but Sanctuary or VR. It's just several more steps to get into the rest of the game after logging in. Sanctuary adds nothing that couldn't have been put in every warpgate so I see it as a complete waste of time, money and resources on RPG's part... But hey, it's their game and their budget.