How it Happened
At the Battle of Cherbourg in 1864, it would appear that the USS Kearsarge defeated and sunk the CSS Alabama, but no…the resulting explosion and apparent sinking was just a rationale for a massive cross-dimensional rip which caused the CSS Alabama to ‘sink’ out of our reality, and rise into the World of Atragha.
Why it Happened
A sorcerer of some might in the Atragha used his powers to summon other-worldly heroes to his aid. It worked, and it brought the CSS Alabama and crew into his world, but the explosive energies also killed the sorcerer in the effort. What the sorcerer wanted otherworldly heroes for, or indeed, who he was, is unknown. The only thing for sure is...the crew of the CSS Alabama is stuck in another world.