The really obvious answer would be there are methods of blocking teleportation. The city was on lock down. If they were going to use any mechanism to disable teleporting it would be then. It would seem an extremely fundamental necessity of security.

Think of it this way. To teleport you move through rivers of either to particular aethyrite points. Without those points you would get lost in the Aether and never return. Now image in Ul'dah had a seal that basically put barriers across those rivers of aether. You would either get stuck or potentially sucked out of the Aether right into your pursuers hands.