You're right in a "technical" sense, from http://dragonball.wikia.com/wiki/Instant_Transmission
Goku can even shift through realms, having no problem teleporting from Earth to King Kai's planet, and from there to New Namek.
I think it's a matter of wanting to do it or not. Goku wants Gohan to grow up and reach his full potential, Goku believes his son can and will follow his steps as earth's protector. This can only happen if Gohan shakes away all his fears and you can see how that happens as he destroys Cell.