"I don't know if's another dimension," Nepeta answers with a shrug. "But I'm furom another world, yes."

Sgrub, on the other hand, probably does count as another universe. But that's not where she's from, and they've managed to get out of that well enough. Not enough to be allowed entrance into the universe they'd made, but enough to be no longer in Sgrub... presumably. It's never really been terribly clear.