"The ability to travel between worlds. Think of it, the only reason we all were caught by the Huntsman is because the Ringmaster was out of commission. If I could travel between worlds like she does, I'd have picked us all up and brought us elsewhere!"

If Strange has learned anything from his time at the carnival, it's that depending entirely on the Ringmaster is occasionally a bad idea. Why not have back-up and someone else who can do the thing and get them out of scrapes? Besides, if he could travel between worlds, then he could go home whenever he wished.