So I'll kick this off with a thought I had not too long ago.
But I wonder what happens if someone/thing makes a Dark Place Deal, but then doesn't hold up their end of it? Judging by the harsh, creepy and dead nature of The Dark Place... I took to thinking that maybe something really bad would happen to whoever didn't complete their end.
Which lead me to thinking about the possibility of why Slender Man seemed to want Caught in The Dark Place.
So... what if in the past Caught can't remember, he made a deal with something/one from The Dark Place, and didn't hold up his end?
Causing Slender Man to maybe be compelled or otherwise, to find him and drag him into The Dark Place because of a breech in the "Supernatural Creepy Dimension Terms and Conditions"?
Remember kids, always read the "Supernatural Creepy Dimension Terms and Conditions".
After all, this is not itunes.