During the darker parts of the medieval times, no wizarding family was naive enough to not have an escape route. If children were taken to be burned, there was no way to tell if they would be able to survive the fire or not. And leaving a house behind didn't make them instantly suspicious either. Also, the escape route was used a lot for whenever muggles found their way inside, before they started using muggle repelling spells and protective charms.

It leads down and into the Loch Ness, a dangerous route for anyone without magical powers due to the kelpie residing in the deep of the loch. This was where Ariel got to close and her father saved her.