Why is it different ? It's exactly the same to me.
A convenient magical runes that allow you to go where you want and when you want even if there are no pathes (or if you haven't found one yet).
If they can teleport through the Netherese waypoint to the forge, why couldn't they to the surface or anywhere else ?
Don't get me wrong, I agree that we probably shouldn't be able to teleport so easily to the surface when we're in the underdark. But in my opinion it doesn't make more sense that we teleport to cross walls / lava / obstacles.
A key point about the portals (and any teleportation circle in D&D lore) is that you have to know the destination. So it somewhat makes sense that, once Lae'zel has discovered the waypoint rune, that she+the party can all teleport to a common location, then she can teleport the entire party to the new waypoint.