It's not a teleport, it's a move through solid matter. You still have to move and if you're slowed, you're slowed. You're so cold your muscles don't work and you can't walk as far through walls as you used to back in your warmer ghosting days. Just my theory.
Unless specifically mentioned, like in the case of Slippery, every move will be affected by encumber effects, Teleport Self says "whenever you play a move card" so it adheres to the normal move restrictions although I can see from a real life point of view why you would think freeze should not affect teleportation. sadly we're not talking about the "beam me up, scotty" kind of teleportation here
