What if Oz is actually real

Maybe the Good Witch just made Dorothy think her experiences in Oz were just a dream and she actually went to another place. Notice how during the tornado Miss Gulch turns into the Wicked Witch of the East (she’s wearing the Ruby slippers). Perhaps Dorothy is originally from Oz, maybe even a witch since the Ruby slippers were naturally drawn to her, and Aunt Em and Uncle Henry are her protectors while she is in hiding until she can come of age to go to Oz.