Martin Luther and Katarina von Bora (Frau Luther as she became) belonged to different orders. He was an Augustinian canon, and as such, although resident with other priests, in a monastery, worked in the community. In his case he was Professor of Theology at the Wittenberg University, and also preached in the town Church. In his younger days, he had been sent to Rome on business for his order.
Luther did not renounce his monastic vows until shortly before his wedding in 1525, and he continued to live in what had been the monastery, along with students from the university for the rest of his life.
Katarina, on the other hand, belonged to a Cistercian nunnery which meant she had much less freedom. Cistercians affirmed a strict application of the Rule of St Benedict, and focussed on self-sufficiency, physical work, devotion, prayer and austerity. However, Cistercian houses varied. Katarina's convent, at Nimbschen, near Grimma, had several estates and Katerina would have worked in the grain fields and gained experience of farming and brewing beer.
More importantly, her nunnery was in the territory ruled by Duke George, who was unsympathetic to the Reformation, and had already executed one Heinrich Kener for aiding a nun to escape. She was not closely confined, or guarded like a prisoner, but if she had simply left she would have been in dangerous territory for an escaped nun. Luther, some fifty miles away in Wittenberg, was in the territory of Frederick the Wise, and so the escaped nuns were safe there.
Herr and Frau Luther were married a little over two years after the escape, and Frau Luther, "die Lutherin", became a role model for vicars wives everywhere.
Ref: Martin Luther by Mensch and Peters page 154