Had a rather brief introduction to the idea of the fourth dimension. We are in the third dimension, a place of pain and suffering largely. Some immortals can escape from the third dimension and go to the fourth dimension. Those in the fourth dimension had enough energy to be able to enter the fourth dimension whereas most dissipate into nothingness when they die. The immortals of course never die and move to and fro. The fourth dimension has control over the third dimension. Those in the third dimension have control over the second dimension.
So this is why the Taoist wants to escape the third dimension to avoid being controlled by the fourth dimension by actually joining the fourth dimension. Those in the third dimension can help those in the third dimension which is why people call on the immortals from the third dimension. My understanding of all of this is pretty vague.