Actually no. The corruption points and land based rituals bind them to the realm to a degree that even if they found a perfectly working portal or artifact to leave Ravenloft, they simply couldn't. But all called creatures are stuck here in the Demiplane of Dread like the other beings.
2nd edition DoD states (pg. 187):
Gate: This spell works normally with one restriction. The summoned creature cannot automatically return to its plane of orgin. It must find its own exit from the Demiplane, just like any other being. This is frequent enough to provoke the creature to seek revenge on the caster.
Third Edition Rulebook states to read the Conjuration, Calling section on page 92:
All calling spells contain an implicit pact between you and the outsider or elemental you conjure: when the creature has performed its assigned task, it is normally free to return to its plane of orgin. Yet the Dark Powers severely restrict escaping to other planes, preventing a called creature from leaving Ravenloft unless it can find an exit, like any other creature. When the called creature attempts to leave Ravenloft after completing its task and discovers it cannot, the pact is broken. You lose all control of the creature, which is likely to feel betrayed. A called creature behaviour once a broken pact frees it from your control depends on the creature's alignment. Evil or neutral creatures might try to destroy you in retaliation.
Now something I'd like, but don't know if it's possible at all, is if all calling (opposed to summoning, since they're different) spells (Planar Ally, Gate) would have the called creature if evil or neutral remain instead of vanish and be no longer under your control and attack the caster. Neutral creatures would roll a d10 to see if they attack or not. But that's just wishful thinking.