Yup. The girls had to leave Salem, and it's not surprising they chose to leave together. They had to leave because the things they had done were not only crimes (committed perjury in the courtroom, made false accusations, lied) but also sins. Salem was a theocracy, which means their punishments would have been severe--and permanent. Arthur Miller's description of Abigail is apt--he says she has an endless capacity for dissembling (lying). He uses the word "sly" in his description of Mercy, making the two girls quite a pair.