Can investigators easily avoid being stuck in the Bent Pyramid and avoid the Sanity loss from Nephre-Ka's reckoning?
You're being drawn there from anywhere on the board, not just from locations that have convenient local paths.
If you're already on the Bent Pyramid, then you'll lose 1 Sanity as you did not move.
It's not necessary a big deal. Some Ancient Ones have effects that are more thematic than hindering. I think this is the case here. Pretty often this effect helps investigators as it can move you into desired position, and you may take it into account while planning your travels.