You're not alone. There's at least three stories I've read on reddit that caused me to question:

https://www.reddit.com/r/Glitch_in_the_Matrix/comments/3en957/my_cat_just_teleported/

Of course, you might want to ask what leads a person to do a search for cat teleports in the first place?!

The best explanation I read is that they move into an alternate dimension that only cats can access. I like that explanation.

My cat nearly freaked me out yesterday, but it's the second time I've seen her do it. The first time, she didn't have a collar yet. Yesterday, her collar fell intact to the floor as she blinked in and out of existence. I promised her I would keep her secret and not expose her to scientific testing.