Except you never leave the Ethereal plane. You go from the Shallow Ethereal, to the Deep Ethereal, ...
Both the Border Ethereal and the Deep Ethereal are part of the Ethereal Plane.
The Border Ethereal is the ether that is part of the Material Plane. So creatures that are in the Border perceive and have locations in and can potentially interact with objects in the Material Plane. For example, when someone becomes ethereal, they dematerialize and can pass thru matter. Then rematerialize.
No matter where one goes within the Border Ethereal, one is still physically at some location somewhere in the Material Plane, even if in outerspace in the Material Plane.
To get from the Border Ethereal to the Deep Ethereal that disentangles from matter and the Material Plane requires planeshifting.
... to the, I don't know Plane of Ghenna. If this was because of the Astral Plane, wouldn't you need to go through the Astral to get to the portal?
Because the Astral Plane overlays everything that exists, one can get to the Astral Plane directly from the Border Ethereal, or from the Deep Ethereal, or from anywhere else.
Unless the location of departure has some kind of special affinity with the Gehenna, I would require characters to first go to the Astral Plane, then get to Gehenna while in the Astral Plane.
There is some ambiguity in the 5e sources, but I prefer to view an alignment plane, such as Evil-by-Lawful-Evil Gehenna, to comprise one or more Dominion islands floating in the Astral Sea. Each island is larger than it appears from outside it, and one can easily port from one Dominion to an other Dominion that is part of the same alignment.
A portal is like a wormhole. One can get from anywhere to anywhere in any level of existence simply by passing thru the threshold, with virtually no distance in between. A
Gate spell is an example of a portal. By contrast, a
Teleportation Circle, is within the same level existence, such as a network within the Material Plane, thus lacking planeshifting capability.
Dead wrong. Completely wrong.
You hop on a spelljammer and fly up, beyond the clouds and enter Wildspace. You never "dematerialize" you have just entered Space. You then travel, completely physically, through Wildspace, until you hit a silver border, cross it, and enter the Astral Sea. If you could hold your breath and go without food for long enough, you could physically fly from a spot on the continent to the Astral Sea. And you never become non-material in the process.
Unless you want to claim that the act of leaving the planet's surface is enough to make you an immaterial thoughtform. Which is not something DnD claims.
The spelljammer is a special kind of magical ship that has planeshifting capability. It can dematerialize, unlike mundane ships.
Entering the Astral Plane means, becoming the immaterial stuff of thought, in other words information constructs (like in a dream or in a digital virtual reality).
This is why "planeshifting" is not the same thing as "teleporting".
To teleport merely means to relocate.
To planeshift means to translate into a different mode of existence.