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Shulkers don't teleport out of water sources. They do teleport if in contact with flowing water.
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Thank you for your report!
However, this issue has been closed as Working as Intended.
They stay in the water if there is not a safe space to teleport to within range, this behaviour is the same in the Java Edition. If you need help or have a suggestion you might like to follow a link below.
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It would be teleported to safe area?