Happens both in the web demo and in the downloadable free version; didn't purchase full version yet, so not sure if the mechanics haven't been changed.
The official guide doesn't list Graveyard as a trap zone. Yet I can't seem to get out of there. Recently in the downloadable version I used Orb of Safety in the Graveyard that was right next to the Great Walls; No matter how long I try to walk in a random direction I cant seem to be able to reach any other zone.
Or do I have to complete Haunted Woods in order to be allowed out of Graveyard?