Probably Falls Under the Category "Unacceptable Risk"

Something that used to come up for Nightcrawler was the danger of his teleporting blindly. The fear being that, if he did, he could materialize within a wall, rock, tree, something. And that the physical disruption of that would most likely kill him. Which makes sense. You reappear and there's part of a boulder sharing space with your lungs, that's probably not good.

Of course, it raises the question of how Kurt knows that's an issue. Short of trying it and finding out, I don't know how he could. He could certainly suspect it's a risk, but unless he's encountered someone with teleportation powers, and seen or heard that it happened to them, there's no reason to think it would. I know on occasions, when fighting machines, he'll try teleporting something like an engine block into their bodies.

But, again, what gave him the idea that would work?

After all, when Kurt teleports into open space, it isn't as though there are no atoms or molecules already there. It's air, so it isn't solid, but it's still matter. So wouldn't Kurt's body merge with whatever air molecules are in that space when he appears? It could appear in his bloodstream, and last I checked, getting air directly into your bloodstream is kind of dangerous.

So maybe when he appears, the doorway, gateway, whatever you want to call the process he uses for teleportation, has enough force behind it to shove the air aside. But OK, that's air, and Kurt's worried about solid matter, not gases. It does make me wonder what would happen if he teleported into a body of water. The pool at the Mansion, or the ocean because he had to get off a submarine fast. Would he materialize and merge with the water, or would it be shoved aside by his arrival?

The answer might be to see if there's an X-Man sitting around that can keep coming back from the dead, and ask if they'll be willing to act as guinea pig. One of Madrox' clones, perhaps. Otherwise, it may just be one of those things you take on faith, because testing it is too risky. Like not flying a plane directly into the side of a mountain to see if it can punch through to the other side.