Key to answering this question is understanding the way in which Hardy presents Eustacia Vye as being intimately connected to the malign forces of Egdon Heath. The Heath itself is so important that it really should be considered as a character in its own right in this book. The Heath seems to sum up the barriers and obstacles that face Eustacia Vye as she tries to escape her humble roots and fulfill the potential that she feels she has.
This is why we see Eustacia by herself on the Heath at the beginning of Chapter Six. Her wild nature is shown by the way in which she is there alone, with nobody else on this barren tract of land. Consider the following description:
Her reason for standing so dead still as the pivot of this circle of heath-country was just as obscure. Her extraordinary fixity, her conspicuous loneliness, her heedlessness of night, betokened among other things an utter absence of fear. A tract of country unaltered from that sinister condition which made Caesar anxious every year to get clear of its glooms before the autumnal equinox, a kind of landscape and weather which leads travellers from the South to describe our island as Homer's Cimmerian land, was not, on the face of it, friendly to women.
Even to the narrator, therefore, the motives of Eustacia Vye in standing where she stands seem to be cloaked in mystery and unfathomable. She is a woman who is definitely not like other women, who would not linger in such a spot that is so antagonistic towards them. She is also not afraid of the darkness and of the menace of the Heath and the strength of the elements. Eustacia is therefore presented as having some kind of visceral connection to nature and to the Heath.