I've actually recently replayed that part of the game on an alt and you'll be pleased to know we're actually provided an answer to this before the raid. After defeating Titan, we get a short cut scene showing Nero, Lahabrea, and the Roegadyn guy who never ended up being relevant. We also see Y'shtola spying on them, and she notes that Ascians have access to unique teleportation magic of their own that they can manifest at will. Seeing as the Ascian itself is a being of pure aether, this isn't surprising that they can manipulate it to such a great extent that they can ignore the normal rules of teleportation. Less a fact they're all powerful and more the fact it's their natural habitat.
As for the question of why Thancred, I think that might have been pure chance? Thancred was in charge of studying the Ascians once their involvement was brought to light, he likely got literally too close and was a convenient host with many perks.