I think it was the home they went to after the whole Darkstalker scenero, where else would they go? They probably also wanted to get as far away from the IceWings as possible, which would mean that they wouldn't tell any other tribe where they were.
I bet the IceWings (now I'm talking about Battlewinner's time, not Darkstalker's) almost found their secret home and the NightWings didn't want them to find it. This would make sense, 1: because the IceWings and NightWings hated eachother and 2: because then the NightWings might have to share the island or fight over it with another tribe... This could've been the battle where Battlewinner got frostbreathed, then she made it into the dormant volcano's lava on their island. This would also explain how the volcano became active at the time it did, because the NightWings messed with the lava tunnels to save Battlewinner. (Edit: This would even FURTHER explain how the NightWings would know where something hot enough to counter the frostbreath (lava) was. I doubt they'd just fly around randomly after a large battle, only to find an island with a volcano which could potentially save the Queen's life. The Queen would have died from the frostbreath by the time they found the island and found out it had a volcano on it, which means, they probably already knew where the volcano/island was... maybe because they lived there? I think so.)
This is just a theory and there are a lot more reasons as to "why," but this would fit in with the timeline and would further explain why the NightWings !SPOILER FOR BOOK 10! thought the IceWings were attacking them, because they hurt the NightWings' Queen and almost opened their home out of secrecy...