Hi. I have noticed this when I was trying to get my pet Tiktaalik into my aquarium. It was on the water, and I used the magic conch to order it to follow me, as I was incapable of crafting leads. However, as I ordered it to follow me, it just couldn't leave the water for some reason, and I had to order it to follow me and run away for it to teleport. This is really similar to another issue opened by the user MrtGustavo, which makes me wonder if this happens to all semi-aquatic animals.
I couldn't screenshot the bug at the time, as I didn't think of screenshotting it at the time, but I do have the end result and what I tried to do in order for it to climb, which is all of those stairs and slabs (as I thought it could crawl up them).