I think what you're driving at is that a habeas corpus petition, which we have been informed is the exclusive remedy for challenging deportation under the AEA, and maybe many other bases for deportation, is properly venued where the petitioner/detainee is detained.
The administration has been playing whack-a-mole here by moving detainees around so that the venue of their habeas petition is incorrect. And also to venue the habeas petitions in friendly courts in the Fifth Circuit.
Venue, though, unlike jurisdiction, doesn't affect a court's power to rule, but incorrect venue may cause reversal of the court's final order or conviction because it was ultimately the wrong place for proceedings. Thus a court in its discretion can transfer to a proper venue.
So, Sessions, rather than transfer venue from Vermont to Louisiana, ordered her returned to Vermont, where she was originally detained.