The mountainous region of Arcadia was known for being wild and full of untouched nature. So it's no wonder that Artemis, goddess of the wilderness, and her flock of forest-loving nymphs (Callisto included) all love to hang out there. The woodlands of Arcadia provide plenty of opportunity to hunt, frolic, and skinny dip to their heart's content.
All the way through to the Renaissance, the region of Arcadia was associated with natural beauty and was seen as a place where people could chill out and get back to a simple, pastoral way of living.
Just watch out, or you might get turned into a she-bear.