It was more like "I can't"
Think about it this way, if Dung Beetle and friends were allowed to interfere in the battles with their teleportation powers and stuff, where would you draw the line for interference? ie: Do you teleport in weapons? Do you create decoys/distractions? and so on. So, out of principle (with a touch of jackass-ness), he probably didn't teleport her for that reason.