I have the same bug, I have figured out that pets won't teleport to you when there is no clear path from them to you, if they are inside a closed pen, then they wont teleport to you, if you open a door in the pen, they can teleport to you, so they won't teleport through walls or closed doors now.
That's why it is more noticeable in complex caves.
Hector Alejandro Mandujano Villarreal
I have the same bug, I have figured out that pets won't teleport to you when there is no clear path from them to you, if they are inside a closed pen, then they wont teleport to you, if you open a door in the pen, they can teleport to you, so they won't teleport through walls or closed doors now.
That's why it is more noticeable in complex caves.