We have learned the Salem Witch trials began because a group of girls cast a spell then shortly after they became Afflicted which some were led to believe by the devil so they were hung and even pressed or crushed to death. Since then they learned that the girls could have been afflicted by tainted rye.
So with this knowledge, instead of the hangings etc., they use their magic to free themselves from this dimension into a realm where they are free to practice their magic-Nightfall is this place.