Steps:

1. Tame a pet that can be put on your shoudlers/head
2. After having them on you, walk away at least 15+ blocks away
3. Shift to put them down and you'll see them in the air, or not see them at all.

Description:
When I tame any pet (that can be put on my shoulders/head), they often can't teleport to me, whenever I put them on me, and put them back down. They seem to be stuck in the air, or they often just teleport away to the place they were last standing.