When Orion Drakos was told that not only was a mysterious lady in the grove, but that she lived there, he knew that he must investigate even though she was likely the imagination of a child. After all, Nightshade Manor had been in his family for generations so certainly he would know if someone was living there. What he learns, however, is that the lady isn't the only secret that had been kept from him.
Lady Nina Jourdain has lived in the Sacred Grove of Nightshade Manor for most of her life. For the most part she had been content. She also could not leave.