Well, there is always the possibility that if they skip to the end they miss something important, but they have those spells because they want to use them. Giving them time to use them seems only right and fair. (As Ginger McMurray ninja'd in there just ahead of me....)
One factor is that they don't know they are going, they don't know the layout of the dungeon. So, opening that wall could just mean a few tons of dirty water come crashing into them, or they come face-to-face with someone/thing they didn't expect. Some of those spells are good at keeping the structural integrity of their surroundings intact, but some... not-so-much. Meaning, they need to be careful.
Also, while it might be impractical to have magic materials that block magical movement, any powerful being will likely be able to have spells that the PCs could accidentally trigger when doing something like that. The most basic/common would just be warnings, spells that let them know that their lair has been breached. Others could be full-on damaging/destructive spells, but the best ones are ones that take over the magical transportation being used by the PCs and places them in a precarious position (like in an ambush/trap, or cells, or something like that).