Dack and Marsh were talented young mages in Drakeston on Fiora. They had more confidence than judgement. A fight they provoked ended with Marsh dead and Dack's planeswalker spark ignited. The new power did not rescue his friend.
The beginning of that freedom is therefore also an ending. Dack could leave a world, but not change what had already happened there. The ability to cross a boundary is not the ability to reverse a consequence.
That distinction frames the thief's later adventures. Another prize can open another road without making departure a guarantee of safety.