Because it has long been established that Midgardsormr flew from the Dragonstar to Etheirys. Dragon flew through the universe, passing multiple worlds, to get to one that still had abundant life. Because, at that point, most of the worlds were dead. And Midgardsormr could make that trip because dragons aetherical density is fucking staggering and their scales and eyes are full of it. That's why we have the whole Vrtra scales protecting against aetherical corruption blahdy blah.

So taking the form of the dragon allows Zenos to literally fly through space, across the known universe, to get to you. He didn't take the warp drive portal. That closed behind us. He had to do it the hard way. And man broke speed records, I can assure you.

Man also didn't have Hydaelyn's coordinate crystal. He just zeroed in on your soul and booked it.