They make a deal.
Night Hags are the merchants of souls, if they want something they deal for it... often in common currency of the lower planes... souls. There is nothing in the Night Hag description which would allow them to stalk prey in the Material plane on their own*, yet their Dream Haunting method of killing requires they use the Ethereal plane which ...
In the description, there's this line:
Environment any evil-aligned plane
Presumably, they're already on those planes.
(Technically, "infernal" is a subset of "all evil aligned" planes. An alternate interpretation would be evil soul merchants buying from the hags and selling on said markets.)