During the Saiyan saga, once Goku had finished his training with King Kai, he realized that he had not taken the time to cross Snake way into consideration, making him late to the battle. This miscalculation resulted in the deaths of 4 of his companions.
At the end on the Cell saga, King Kai reveals that not only does he know the Instant Transmission technique, but that he is also vastly superior to Goku in his mastery of the technique.
The chances of King Kai learning that technique between the events of the Saiyan saga and the Cell saga are tiny (He would have no reason to visit Yardrat in that time and the inhabitants of Yardrat were, by Goku's admission, not great fighters).
This leads to my question. Why didn't King Kai use the Instant Transmission technique to help Goku get to the battle before his friends were brutally murdered?