This is purely from my own reading, with the warning that I am by no means an expert at either magic, or interdimensional travel.
However, from what I have gathered this is, more or less, a separate realm from our own. It draws us in by either magic or a way of science I am not familiar with, and as there are no direct routes home ensures we cannot leave. The desert is ever present, and has no known end, and that is even for such cases as those local to Earth. For those of us who are not from Earth, it is even more complicated as, as far as I know it, no one seems able to replicate the effects that brought us here in the first place, alongside the fact this place seems to operate under its own terms and does not merit people messing with it, without understanding said rules.