Teleportation was common for Beetlejuice back home. At least, once he was summoned and had access to all of his powers. He was a chaotic being, to say the least.

"Right-o."

Truthfully, he still felt his fire idea was a good one. Self-defense was obviously the argument to use. But, an entire city breathing down his neck didn't sound all that appealing, despite whatever bravado Beetlejuice might put out there.