Ok, so the princess first fell off a branch, then sucked into a pipe, understandable, then she freaking teleports! And also, why the hell do the characters address the player directly?!
It's almost as if the animators ran out of ways for the Princess to be recaptured for the next level, so they just said 'fuck it' and teleported her where they needed her to be with no explanation. It's not like anyone making this gave a shit or anything, so they got away with it.