Tough one. If there's no clear benefit to the team taking the throw in by taking it a long way back from where it should be then you don't want to be that 'busy ref' that stops play to tell them that they need to move it up field, it won't make you any friends and you're best off choosing your battles.
But...
It IS wrong in law. And if a team take a quick throw in to their goalkeeper and you think it's harmless but the keeper hoofs it up field and they score, I guarantee you you'll be quizzed on why they were allowed to take it so far back, and you'll not really have any defence.
I had a scenario earlier this season where a team were 1-0 up in the 93rd minute. They conceded a throw in about 5 yards outside their own penalty area, but as they did so they tried to clear it up field so the ball ended up back in the oppositions defensive half. I saw my ARs flag go up immediately as the player made contact with the ball so I knew the throw was down near the penalty area.
The team trailing 1-0 grabbed it quickly and went to take the throw in inside their own half. I gave a strong whistle and said no, the throw in is up here, and made them bring it forwards. In my mind, I just thought if they hoof it up after taking it in the wrong place and score, I don't want to be answering them questions.
Of course, they then took the throw in from the correct place and they took a long throw in which they scored from.

. You can imagine how well that went down with the opposition.
So... the moral of the story is... you're damned if you do and you're damned if you don't, but maybe it's better to be damned with law to back you up, than damned without law backing you up.