I think your overthinking things here... Many enemies are going to have powers and abilities that will not offer any reason to as why it isn't more common other then "It isn't"
Why arn't there more enemies that have poison? Why arn't there more enemies with multiple heads? Why arn't there more enemies that fly? Why arn't there more enemies that make civilisations?
The answer is simply not everyone has it... It isn't a naturally occuring phenomina. You can't go over to your grandmother's house eat cookies and find out that you suddenly have the powers of teleportation... In the same way that you can eat a chilli pepper and suddenly breathe fire.
Poison has metabolic costs. No classic mammals or birds have it. Hydras are fearsome enough, and that is counterbalanced with their lack of desire for conquest; all of that fits with its archetype, being an icon of the uncontrollable forces of nature. Flying requires being light, and therefore putting most of your muscle power in your wings. Civilizations require tool manipulation, social structures, brains.. all of the civ creatures are humanoids for a reason.
I agree that it's not needed to explain everything, but even partial explanations help to suspend disbelief and make it easier to have emergent phenomena to challenge the player. DF is trying to use consistent worlds to play in; that means that the dosage of action might not be perfect for entertainment purposes. If the player is bored with a fortress, great:
succes is boring, and losing is fun. The answer to that situation is: throw a party, place a statue in your honor, finish your tomb, and move on to the next fortress. Preferable one on the frontier. And the spots with magma are going to run out, sooner or later. Gradually stronger enemies should occur naturally, through your actions and not through a forced game mechanic. Sometimes the goblin hordes are just chillin', or the necromancer is sacking some other fortress. But let's not worry, we'll be able to go on the offensive soon. And then you'll attract the attention of various enemies, some of which might have access to teleporting magic. (But let's not add random superpowers to force that.)
Let me see here...
*An Enemy has been spotted in the base*
*Selects guard to attack*
*Enemy is killed*
BAMN the teleporter is dead. What is so hopelessly difficult here?
Why would the teleporter do
that