See, these stories are written by people. People aren't perfect. Sometimes things slip their mind. Sometimes they simply don't want things to play out a certain way. One of those two explains it.
Madara recently showed that Kamui can be used while as the juubi's jinchuuriki. So...what gives?
Why would he feel the need to teleport? Juubito was on another dimension power-wise. He didn't need to go inside the Kamui dimension. He wanted to straight-up beat down the Shinobi Army using his newfound powers which no one at the time had any resistance against. Like Juudara, Juubito also wanted to see the extent of the Juubi's capabilities. Teleportation doesn't give him that much of an advantage, seeing as it prevents him from initiating the Infinite Tsukuyomi, prevents him from fighting with the Shinobi Army, and teleporting back into the world would actually make him more suspectible to an attack. And Kakashi should be able to negate the teleportation, anyway.
So yeah. Kamui offered no reasonable or logical advantage to him.
@phantomrant: Actually, it would have significantly raised the difficulty of beating him considering Obito can use Kamui to make himself intangible. Guessing Obito not being able to do Kamui while having the Juubi's power was due to bad writing.
Ah yes, with the intangibility factor of it, in theory it would have been more difficult for people to hit Juubito, however Obito's Kamui is a concentration-based jutsu while phasing in and out, so a lag would create openings that he did not expect, and openings are the last thing Juubito wanted ever since he took a stationary battle style. Also, Kakashi was like hiding inside the dimension and could surprise attack him the moment he returned.
Overall, there is still no reason for him to use intangibility, when he can use his Juubi abilities to counter them directly. It has been shown that even with teleportation and Senjutsu, Juubito can still overpower them with his Omnyoten. There was no reason to rely on the Kamui that he had in his previous form when he could use the Omnyoten that he gained to beat Naruto, Sasuke, MInato, and Tobirama down. And unlike Kamui, Omnyoten acts as both of an offense and defense that no one on the battlefield could negate.