DM: As you look down at the grass where Discord's throne used to be... you find nothing. No statue of Discord shrieking in panic as he's turned to stone.
Rainbow Dash: *WOOHOO! Disintegratiooon!!*
DM: That's not really how the Elements of Harmony operate, based on your prior experience.
Rarity: But... we did cleanse Ponyville of all his chaos, right?
DM: Yes, Ponyville is back to normal. Even as we speak, ponies that were trapped or locked out of their homes are rushing happily towards you, their heroes.
Rainbow Dash: Then maybe we banished him to a prison dimension or something. It's not like he just *peaced out,* right? ...Right?
Discord GM: Heh heh heh!
Rainbow Dash: Oh no... No you didn't...!
DM: I've got some bad news and some good news.
Indeed, hence why they got rid of the elements. And even put limits on Discord's magic,
Can't wait to see spud opinion on the fact that such powerful artifacts would surely not be defeated by a little dodging. Altough in the fact, i've always been surprised that the elements would be able to change dimensions. It does seem that it is mainly Equestria's planes that powers them
We are there when everything got too overpowered so that writers can't make the effort of think ways around it. Instead, we the most powerful power in the galaxy with our cousin the Ban Hammer, will Nerf everyone and everything. A Rank 10 mage that can travel time and summon storms as easy as walk? That can't be, we will weaken it so that he need to make a great effort to use wind to move a feather
You can even see it with Twilight's Kingdom. It's very evident that the talk in the writers room began with "lets have full power Twilight fight a Gen 1 villain", and worked backwards from there.
It would explain how you get the monumentally stupid conceit of having them give Twilight all of their power because "Tirek doesn't know you exist" despite the fact that the conversation began with "oh btw Discord, who totally knows you exist, just betrayed us."
Discord actually has a track record of being *completely blindsided* by anything unexpected. Even relatively ordinary surprises catch him completely off guard. When he fakes an illness to get Twilight and Cadance to care for him and they need to go get a flower guarded by a sandworm-thing, it pops out of the ground and he *cowers* behind them. (Then it sneezes on him and actually gets him sick.) When he's masquerading as Grogar and the villains have the bell, he has enough time to shout "You had the bell the whole time?!" and stand there for about 5 seconds while they depower him. This kind of thing happens to him repeatedly. Tirek also blindsides him, same with Starlight. Despite being able to sense magic, he didn't see the giant anti-magic hole around the changeling hive and nearly fell off a cliff.
He's generally such a good manipulator and so powerful (to the point of near omnipotence) that he can't comprehend being outplayed or outpowered he just shuts down when things are beyond his control.
In my interpretation, the magic of Friendship is an area effect, which would include a "dimensional anchor" effect that would prevent the target from just teleporting/gating out of the way. If you look at all the times it was used, not one villain was able to block or get out of the magic's way. Even Sombra's second battle he wasn't able to just "peace out" with his powers.
Except he *did* just peace out. He escaped being defeated by the elements and then followed them pack to ponyville and destroyed the Tree of Harmony. He had mind controlled or otherwise rendered the mane 6 helpless he would have outright *won,* and is an example of what a smart villain should do when presented with the hero's instant win button.
Oh was he hit with that? I swore it was the heart that got him. Okay, so one villain managed a dodge! I only remember the harmony rainbow that the Mane6 used without the elements which took him by surprise at the end.
The elements of harmony are a Wave Motion Gun. Like any wave motion gun, their ability to succeed depends entirely on how hard it was to activate them. Therefore, when activated at the end of a 2-parter, they cannot be dodged, blocked, resisted or caused to fail in any way. Discord didn't teleport away because it was a wave motion gun. Things that would work against any other attack don't work against a wave motion gun. It's basically the attack version of plot armor.
Well, my assumption for why Discord didn't teleport out in canon would be that it wouldn't do any good: The activated Elements cleansed Discord's chaos all across Equestria, so they have the range to petrify him wherever he teleports to.
I've never really believed that Discord is ever actually *in* one place. His physical form seems like a kind of formality, or a projection from a deeper layer of reality. If the Elements of Harmony can affect him anywhere, they can affect him everywhere, it's just that the ponies don't know how to target him when he isn't displaying a presence in front of them.
Of course, his depowering in the Season 4 and 6 finales does speak against that idea, so it's not a very well-formed theory.