The sudden shift in their location did not impress or amaze Jack, per se. Since Lex wielded incredible power over the Inn, and had since gained even more power over his surroundings since becoming an Immortal, Jack was fully capable of seeing how it would be easy for a Celestial Immortal to transport them all.
The thing that amazed Jack was how easily and effectively the Primal could display his strength in a foreign realm. Even the member of the Artica race was taken aback by the shift, though he hid it well.
Then again, if a Primal was one of the top ten races on the Cosmic Ascendance Spectrum, it only made sense that he or she would be unnaturally powerful. In comparison, Jack didn't even know what position dragons were, or even Celestials. As far as Jack knew, they didn't even qualify as an Elder race, meaning they weren't in the top 100.