I don't know how long you've been here, but this place shifts and turns. So, when we do our best to find a way out there isn't one because this place decides it's going to change the location.
It doesn't mean that we stop searching for a way out, even though there are those of us that would prefer a haunted hotel over heading back to the dangers of our own world.
On top of that, I'm sure that if the ghosts here could they'd get rid of us in a heartbeat.