Hmmm, as you know creating portals requires a lot of energy, like orcs used Gul'dan's scull. So maybe the bigger (Or any other criterias) the world is, the more energy you need. Plus, stronger the demon is, more powerful energy source is required to allow him to teleport there. And to allow someone to freely teleport from one world to another, you must create portals on both sides. Or do some kind of other mumbo-jumbo...