Quick teleport not working with projectiles

Use a fast setblock clock to teleport (for example) all the fireballs to you:

tp @e[type=Fireball] @p

It's glitchy, the movement is not smooth, and the teleport only happens every ~0.6 second. Same with snowballs, arrows, and wither skulls.

It works fine with non-projectile entities:

tp @e[type=Bat] @p

This video shows the bug:
https://www.youtube.com/watch?v=tcsokZxLYB8

EDIT: Setting the wither skull's velocity with this command is also glitchy (not with Fireballs):
summon WitherSkull ~ ~ ~ {direction:[0.0,1.0,0.0],Motion:[0.0,1.0,0.0]}