Goku by himself gets teleported. No one to open the door. Goku if lost forever in the dark corners of time
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or you know.. Goku would just instant transmission out.
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As far as I know he can't time travel. The teleport puts you into another timeline, not a place in our dimension. Thus, the doors are the only way out.
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Or maybe he doesn't get teleported cause he will have already have defeated atheon? Remember the first time people saw atheon they just shot everything at him, goku would just do the same and destroy him :)