It could be the same dimension but the beings have gotten past Relativity by learning how to fold space. Maybe they can fold it enough to get a partial entry into our world but they are still working out some bugs as to be able to get a completed transfer of matter. Folding space is tricky, not only do you have to fold it, but you have to know WHERE to fold it to or you end up folding into empty space 100 light years from the nearest inhabitable planet. Heck it may even be something at Skunkworks.
Thx.
It might be even simpler than that. If they have mastered quantum entanglement they can go from one place to another in an instant. In fact they could be in two places at one time as the transfer happens. Just like teleporting on Startrek. But over any distance they like.