Proof that Tidus Zanarkand is on Spira (spoiler)

[Mirage]

So, why is Jecht the only person from Zanarkand to have found Spira? And how did Auron get back and forth between the two?

Because Jecht is Sin. I think it's reasonable to assume he's able to travel to places where no human would dare to go.
-edit-
Okay, I misread.
I don't think it's said that he's the only one who could leave. It is in his nature to try being the best though, so maybe he tried to see how far out he could get, and then stumbled into Sin by accident. This is just speculation though.