Maybe because companions have boundaries? Sure they may follow you to their death, but following you with a teleporter; that's taking it too far!

Well, it wouldn't have been their choice.

It was the player's choice to go to Big MT to check out the area and enjoy the DLC they paid for.
But it was the Courier's intention just to check out this satellite's weird midnight showing.
The Courier probably had no intention of getting dragged of to a hidden research facility and having his/her brain, heart, and spine removed :3
So the companion wouldn't have known!