The language here is clearly a bit ambiguous. Mainly the problem is the word "enter." In the future if we do any abilities resembling this one it will say "when a character moves into a space" instead of "enters a space."
The rules are unclear on this issue and there will be clarification in future updates. The ruling we're making is that teleportation doesn't trigger any movement effects. The character is not meant to have entered or exited any space and thus shouldn't trigger furnace.