nish, teleporting roids is just an aspect of the game that is there for simplification. having them come back instantly isnt all that important at a game mechanics level, as rarely will it have an impact on the outcoem of a battle.
Consider ships in a fleet coming back at eta 0, however, and you'd see that making sure that they have a return eta is important
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Putting your ships on the asteroids whilst they teleport home is, as far as i know, not possible. Perhaps in R12?
I think the only time that asteroids should be made to travel home with a fleet would be if Planetarion changed so that you could intercept a fleet that is not at a planet - ie one that is still traveling from A to B. This way, you could nab roids (and perhaps ships?) whilst they are en route and make for a more dynamic (and risky) game.
Though that's just me dreaming again
Edit: my speeling is schocking