From Worms Knowledge Base
In Worms and WormsDC, after selecting a destination for Teleport, the camera pans over to the worm performing the teleport. After the animation of them vanishing, it pans back to the destination. The worm doesn't teleport back in doesn't occur until the camera pan has completed.
You can speed up this process by moving the mouse over to the destination - the worm will teleport out off-screen, and the teleport animation will resume almost immediately.