Your dæmon can only live its full life in the world it was born in. Elsewhere it will eventually sicken and die. We can travel, if there are openings into other worlds, but we can only live in our own. Lord Asriel's great enterprise will fail in the end for the same reason: we have to build the Republic of Heaven where we are, because for us there is no elsewhere.
Ch. 26 : The Abyss - His Dark Materials - The Amber Spyglass (2000)