When closed behind doors (I've tested oak and birch) dogs won't teleport to you and instead just run into the wall on the inside. Also when in long open stretches (like plains or a strip mine) dogs appear to just try and run to you instead of teleporting. I was riding in a minecart when this happened. I've also noticed it's more common with coloured dog collars (anything other than red). They do teleport upwards, but not horizontally it seems. I don't know if anyone else has had this issue, but when having a dog with you it's quite a huge flaw.