Well, there could be a number of factors that lead to the lack of teleportation.

-Any intelligent kidnappers know to take away the means by which their prey can escape. Maybe the beastmen have ways of draining anima?
-Teleport and Return are spells. It could be these people don't know them.
-Aetherial anomalies caused by the presence of a primal interfering with those spells (can't teleport in The Bowl of Embers)
-They are taken to areas so remote that they cannot muster the anima to cover the distance needed to travel.
-They don't have The Echo (seriously, I'm just going to start putting this in every single one of my speculation posts...it answers way too many questions to not be relevant at least somehow)
-The beastmen only prey on those they know have lower anima counts (they can detect it or sense it)
-Constant spell interrupts (someone mentioned above)
-It makes too good a story not to have someone to save (no real reason/it was overlooked for plot reasons).