It's. A. Game.
No logical explanation is needed.
I don't agree. Games, much like movies, fly or fail on their ability to transport the audience into the fantastical realm that the creator has made for us. Having movesets that make sense to us goes a long way towards that. I don't think that MK would be as memorable and beloved if the movesets were just tossed together random ideas because "they would be kool for our game".
As an example, let's pick on Sonya's Arc Kick. This move is basically a glorified Kip Up that not only travels roughly 20' forward but does it with enough impact to hurt and cause a knock back of about another 20'. In our world, this is very unbelievable and rather silly. In the MK universe, where you have Sonya's partner Jax who can punch the ground (bionic arms or no) and hurt people, suddenly Sonya's Arc Kick fits in much better. Again picking on Sonya, trying to suspend reality enough to make her first fatality believable (the Splits) makes my brain hurt (I still refuse to use it).
The only "teleport" I have a problem with is Kung Lao's. He's a human with some spiritual powers from his faith and training but come on.....