I really hate all of this. It makes no sense. Goku should have been able to save King Kai and himself. Theres plenty of examples where he didn't take time to focus to use the technique. For example, when he took Roshi's sunglasses. Or during the Cell fight. In general, I don't like Instant Transmission, because it makes no sense when Goku doesn't use it in the most practical situations. Like when he sends Trunks to get the radar. Or when he
flies towards Goten, Trunks, Piccolo
and Gohan (to save them from Buu), and plans to use Instant Transmission.
And maybe Goku had already decided that him dying and staying in Other World would be best for earth?
This bugs me too. For one thing, not everyone was after Goku. And even if they were, its because they were already villains in the first place. In which case, Goku can't be blamed, since he had to be there to stop them the first time. But also, since characters like Android 16 were created to kill Goku because of things Goku has done in the past, it seems a little late for Goku to "stay out trouble" now, since there would probably be more guys after revenge in the future. It seems like Goku is just heading off into the sunset, and leaving a huge problem behind for everyone else to deal with.
Having said all that, I accept the reasoning behind all of this; dramatic effect.