Teleportation consumes energy, and the amount of energy consumed depends on two factors.
Distance and volume.
The farther the distance, the larger the volume, the more energy is consumed, and vice versa.
Take Lu Ye himself, for example. Now that he's in the Divine Sea Realm, compared to when he was in the Cloud River Realm, activating the teleportation array requires consuming much more of his own spirit force.
Because in terms of volume, his cultivation has grown from the Cloud River Realm to the Divine Sea Realm, and the growth in strength is also a change in volume; the energy consumption is naturally incomparable.
From Nine Provinces to the Blood Refinement World, the unknown distance is so vast that the energy required for teleportation must be enormous; this is also why when he returned to Nine Provinces last time, Dao Thirteen was left behind, to save energy.