Lex did not directly teleport over to the capital, but that was only because as the realm underwent some change, the spatial coordinates of many places had changed as well. The fact that when he teleported over, he appeared over a large, charred piece of land covered in darkness, with countless monsters sleeping within.
Lex had actually forgotten that within the Crystal realm, darkness could breed Monsters out of thin air. He was quite curious about how such a thing was possible, in terms of laws, and would definitely take some time to look into it.
It was funny - coming back to the Crystal realm, Lex felt like his time here had been like a vacation. Yet it was within the Crystal realm where he faced some of his greatest humiliations. It was here that the Crystal race tried to imprison him. It was here that the Kraven attacked the tavern, nearly killing all his workers.