In the first place, the 4 peripheral continents of the Cloud Plane were vast enough to where there wouldn't be a need to leave them if one didn't aspire to, so there weren't many that tried.
But of those who tried, very few were able to succeed. Besides the distance that could diminish the mana pool of anyone attempting to cross the whole thing in one go, there were also the dangers of the sea itself.
It wasn't just earth where sea monsters ran rampant, if anything earth was a beginner example of this. For worlds as old as the Cloud Plane, the sea was bound to be even more terrifying.
However, there were ships that people used to ferry to the different continents, but they were extremely rare and meant for only those in the upper class of society.