No, but it does say that if you're restrained or immobilised by something physical in nature that teleporting can end that.
Which seems to me pretty solidly saying "you get to choose what to take when you teleport".
One possible way for "dealing" with PCs who could potentially escape incarceration is to inform them that while their current crime(s) warrant a trial, escape will warrant a death sentence without trial.
IOW - sit tight or we kill you instead of capturing you next time.
Another possibility is "the crimes you are accused of are so heinous that you're in protective custody". Escape in this case is simply not in your best interests.
Give them 10 feet of chain to walk around in. Because if they can leave their square then technically they aren't immobilized.
I would just go with what I said earlier. Take the wrist and ankle bracelets and just weld them together with no chain in between. Try walking with no slack in the chain and try doing anything with your hands while your wrists are basically together and your arms are behind your back. You may be able to teleport but your aren't going very far by hopping or rolling on the floor.