From the 2.4 patch quests:

Quote Originally Posted by Minfilia
Ordinarily, it would be a simple matter to tap into the established Aethernet and thereby follow our quarry. However, despite our best efforts, we have been unable to ascertain the position of the aetheryte to which she teleported.
If we assume she doesn't just mean "simple for Sharlayan scholars," then we have our reason. Had we teleported in the middle of the chase, they would have known where we went.