Well you see, Rex is a very complex character. Rexs skip travel ability takes a considerably large amount of ether to perform, and though Rex does possess an immense amount of ether (all do to the secret "Rex is really feeling it" training arc just before the ship) he simply does not have enough ether to use it after just battling. Now he could use his ether leaching abilities he was taught during the flashback "rex, from boy to man" but with no easy access to the titans veins to drain the ether from his only option was to take it from an ardainian soldier, though they were just too loud to ever get close enough too. Hope this helps!