This is definitely cool! So we would be playing "magical people" (for lack of a better term) that have been summoned by these immortals to help them. 

Given that there seems to be more beneath the surface and what could definitely be construed as a violation towards us, the summoned, is there something preventing our characters from just saying "screw it" and leaving? Or should we make characters that for one reason or another have some investment in seeing the journey through willingly?

Either works for me but helps shape initial character concepts :)