There is no distinction between teleport "abilities" and "spells", as you put it. There is only the teleport effect and cards that grant it. Some are creatures, some are not. The spell Teleport could be named "Grwwffttyqq" instead and it would still do the exact same thing.
And c'mon, you guys. Teleporting wraiths? Do flying creatures also disappear from one zone and reappear in the next when they move? After all, they ignore walls and a creature can't be "in between" zones, it's either in one or the other. Do the mages and creatures in the arena just sit around and let each other take their turns? That's how the rules work, so that must also be how the "real" thing works, right?
All game rules are representations of the scenario they are attempting to portray, and they all break down at some point. Gremlin and Wraith having access to teleport is one of these points. Like sIKE said, the technical explanation for thematic style. I think you are letting the game mechanisms influence your interpretation of the lore, rather than the other way around which is the way Mage Wars strives to do things.
All that to say: unless AW were to release some terribly inelegant cards, they can't restrict the teleport effect without also affecting these creatures and spells like Divine Intervention ("nope, you have to teleport your creature to this zone instead, sorry"). Including any future spells which may use teleport in new interesting ways.