Plot hole: If Noah could be brought back from the dead with Claire's blood why couldn't they bring back Nathan? Was turning Sylar into Nathan really the first thing they could think of?
Continuity mistake: When Sylar is impersonating Nathan, the knot on his tie keeps changing between scenes.
Chosen answer: Hiro's powers are still quite unreliable, and a locked closet door isn't a huge obstacle. Since Hiro knows he needs to rescue Ando, it's probably safer to try and bash the door down than risk teleporting to the wrong place or time.