Even if you don't plan on using teleporters, it's a good idea to place them.
For most classes, them taking out your TP won't make a difference, as StrixVaria noticed.
However, for whatever reason, most people who play Spy can't resist sapping teleporters. Sometimes, I even fall into this mind set, and I really should know better. Given that disguised Spies are the only enemy class that your sentry won't shoot, it's a good idea to know in advance that a Spy is around.
For the same reason, I will sometimes place a teleporter at one of our spawn doors even if I don't plan on using it, then use voice chat to warn my teammates if it's either sapped or destroyed as well as info on which class did it (note: This doesn't work if it was destroyed with a standard shotgun, as 4 classes use shotguns: Pyro, Soldier, Heavy, and Engineer). The other thing is that, if it isn't destroyed, I can later decide to use it by building an exit somewhere... but this removes your ability to tell where Spies are, because sapping one end of a teleporter saps both ends.
Other uses for teleporters
If you're defending an area in a map where the objectives only move in a single direction, consider hiding a teleporter exit somewhere the enemy may not look. As long as the entrance is not built, the exit will not spin up with flashy colors and noise, allowing you to build the entrance later once the activity has moved past where the exit is located.
pl_badwater is a good example for this. As RED, point 2 can be easily overwhelmed if you don't already have a defensive emplacement there. However, if BLU does quickly take point 1, they may not check the back area behind point 2 as well as they should. Particularly since the door between point 1 and point 2's back area is closed prior to point 1 being taken.
pl_frontier_final is also an interesting example. There is a back route between points 2 and 3 that is not commonly used. It is too high for RED to normally jump up to it, but putting a Dispenser down can allow you to jump up to it (just make sure you pick up or destroy it. Using this passage, you can sneak back to point 1 and place a teleporter exit, allowing you to move troops behind them.
Best Answer
Based upon the rest of how the graphics look (looking at the texture of the floor and of the wrench), it may be your graphic settings. It's just the way the game handles settings all around. Think of it this way, it applies a generic "template" of how to handle all graphics at certain settings. If you can up your video settings it should look a lot better.
Your spray imported as a BMP looks fine on higher settings: