This is precisely the escape route, from strict mandates of law and religion, to a refuge where men, as well as women, can open up, and be themselves. It is here that Dimmesdale can openly acknowledge Hester and his undying love for her. It is here that Hester can do the same for Dimmesdale. It is here that the two of them can openly engage in conversation, without being preoccupied with the constraints that Puritan society places on them. The forest itself, is free.
Nobody watches in the woods to report misbehavior, so it is here where people do as they wish.
Look at you, a young and vibrant woman, grown old before you time. And no wonder, hemmed in, as you are, on every side by prohibitions. Why, you can hardly walk without tripping over one commandment or another. Come to me, and be masterless. Truly, Hester takes advantage of this, when Arthur Dimmesdale appears.