As of patch 9.0.2, the Thrallmar Mage now has the "I must report to the Dark Portal" dialogue option for all of my characters.
However, the behavior of the teleport changes depending whether or not I'm on the Burning Crusade: To Outland! quest. When my character is on this quest and I take the teleport, it puts me in the Blasted Lands, outside of the Dark Portal. If I'm not on the quest and I take the teleport, it puts me in Hellfire Peninsula, just inside the Dark Portal.
Unfortunately it also seems you can no longer walk into the Dark Portal to get back into the Blasted Lands, so if you aren't on the Outland intro quest, the Thrallmar Mage will not help you get to the Blasted Lands.