At first, Lex did not teleport too far away, he just doubled the distance. But there was no strain on his control over either body. Then he was a little more courageous and tried to teleport farther away. But no matter how he teleported, it made no difference.
It seemed that each body contained his soul, and as such, could be controlled by that bit of soul, no matter how far one body was from another.
Lex tested out his strength to see if gaining another body had somehow weakened him or his soul, but that did not seem to be the case.
Yet after a while, he could not help but find himself feeling confused. This was similar to the final moves of Inferno Blade, to a small extent. Over there, at least there was an explanation, though it did not make sense to Lex at all. But when he wondered how he could control both bodies, and maintain awareness of each body and its surroundings despite each being so far away from the other, he could not wrap his head around it.
