He had filled his belly and proceeded to wanting to leave the fire guardian's tomb,
When he asked Oracle to teleport him straight out of the tomb without having to pass through the gates, Oracle declined, or rather couldn't.
His excuse being the space the tomb was located in, was a space completely different from the floor the Goblin was born into.
The teleportation skill the Goblin had was not a skill that allowed him to travel through dimensions or make spatial movements to another realm,
The teleportation skill he had was one that only gave him the opportunity to breach through places he has been to before and within the same space.
Now, if he were to be trapped in a different dimension, or rather a different world, the teleportation skill right there, will be unavailable to take him back to his own world, and only limited to working in the world he is in.
Such, is the effect of the teleportation he acquired.