"There is no place like home"
In the 6th Oz Book “The Emerald City of Oz” (which Baum originally wrote as the finale to the series), Dorothy moves to Oz permanently (along with Toto, Aunt Em and Uncle Henry, of course). It’s also more than suggested it was just her aunt and uncle’s love of their farm (which eventually went under) that stopped her from taking that step earlier.
Mostly thanks to the 1938 movie and the fact that few people have gone beyond that (indeed the MGM film informs the new Disney “Wizard” Oz one more than Baum’s source material) think that Oz is all a “dream” and Dorothy’s greatest wish was to get back “home” to Kansas, where she was happy.
But that isn’t the journey Dorothy takes in the books. What she really wants to get back to is Aunt Em and Uncle Henry because they are her “home”, not Kansas persay. Uncle Henry even comments that upon her initial return from Oz she is NOT the same Dorothy and becomes more of a dreamer with a far-away look, as if she is searching for something.
Dorothy is a character in all the Oz books, save the second (which introduced Ozma). She was brought back, by Baum’s own admission, because the children who read the first book demanded it. From book 3 on till Dorothy found herself returning to Oz, each by different ways as if some unnatural force was always pulling her back there.
When she knows she can bring her Aunt and Uncle with her (and they agree to go) she does not hesitate to go to Oz and in the future books she never looks back. There is no yearning for Kansas. Home is where Ozma is. Where the Scarecrow, the Tin Woodman, the Cowardly Lion, Billina the Hen, the Hungry Tiger and ultimately Toto, Aunt Em and Uncle Henry reside. Later in a post-Baum book, The Lost King of Oz, Dorothy returns to the real world (Hollywood, CA to be exact) and finds herself rapidly aging to her 20s (her actual linear age) instead of a perpetual 12 year old and her greatest urge is once again to return home and to her old self. “There’s No Place Like Home” turned out to be Oz after all. It just took her awhile to realize that.