Magically shifting from the Ethereal Plane to the Material and vice versa is not teleporting. They are parallel dimensions. If a phase spider shifts into the Ethereal Plane, they still have to move up to you physically.
So, as a bonus, they disappear and move up to you. They could sit in the Ethereal for rounds. Then, as a bonus, BAM! They suddenly appear and attack.
THAT is a phase spider. Ninja assassins close range attackers.
