Genuinely trying to understand if I got this wrong: When Calypso comes to rescue the MC in the interrogatory after the Heist, MC says her portals can bypass magic blockers. Couldn't she just open a portal inside the vault and skip the whole plan...? My working theory is that she had to "aim" it at someone, but then, she didn't need to do that back in Ogygia
To elaborate on what
ArDZer said, they couldn't just start going to the places they thought the gem was at random because if they chose wrong the security would have jammed up on the other options, which would have made the risks higher than they were willing to accept.
And if the eagles flew Frodo directly to Mount Doom, then all the Ring Wraiths would have met them there, followed by all the armies of Mordor, and they would have failed. Also, they [the eagles] wouldn't have done it 'cause they're smart enough to know it wouldn't have been safe enough. The eagles only enter Mordor after Sauron has been eliminated, never before.
And lastly, you can't have a heist episode if you don't have ... you know ... a full-on
HEIST! If you just port into a vault, grab the McGuffin and leave without anyone knowing, it's not a Heist, it's just stealing.