I don't remember if it was Zixzax who said it or if it was a general tip from the game itself but somewhere around the time you get the pyramid you are told that if you move to far away from the pyramid it will automatically return to your inventory. So it's probably just a design they thought was good. It's too bad this doesn't let you make custom teleport points between maps but seeing as you already get that personal teleporation thingy that let's you teleport to a waypoint whenever you want I don't really mind.
