Reading through both teleporting and running entries, there is nothing indicating that teleportation negates the penalties from running.
Running
Adds 2 to your movement.
Can provoke and attack of opportunity if your run takes you through squares threatened by enemies.
You take a -5 to attack until the start of your next turn.
You grant a combat advantage to enemies until the start of your next turn.
Teleporting
Is instantaneous and does not provoke attacks of opportunity when teleporting. You must have a line of sight on the destination but not necessarily needs a line of affect (some teleport powers allow for none line of sight).
So even though you teleported due to your blurred step, you are still subject to the run penalty until your turn starts, which is very soon. But as you said, it is moot, since they had position on you.