Wow, so many awesome theories! I do like the idea of searching for a home going from world to world and encountering obstacle after obstacle, but then you are right H, we would loose StoryBrooke and Gold’s search for Bae.
And of course the line “Magic is coming” would make no sense if Emma took them out of StoryBrooke.
It looks as though the “Magic” may transform StoryBrooke in some way, a way no one is expecting.
Here is a thought, if Malefisent enters StoryBrooke can’t we assume or at least guess that Bae might be able to find his way there too? Who is to say that once Emma believes that those that were lost before the curse may find there way back to their loved ones in StoryBrooke now that magic exists.