There was no use of teleportation for this departure; instead, the journey commenced with direct flight. The closer Tang San gets to a state of mastering everything, the more cautious he becomes.
The Great Demon Emperor Heavenly Fox must be treated with utmost caution. Against such an opponent, Tang San would never let down his guard even for a moment. While he is fully capable of self-preservation, the stakes are too high, and until the final moment, he cannot reveal his hand easily.