Dungeons and Dragons. Tunnels and Trolls. Labyrinth Lord. Fantasy role-playing games are obsessed with getting people underground. Is there a monster to kill, he's in a cave outside of town. A crime wave has struck the city? Go into the sewers to find the thieves' guild hall. Here rumors of a long-lost treasure? It's over there in that dungeon which, despite its name, is not actually a place where prisoners are detained and tortured but is in fact an underground fortress more heavily fortified than a castle that actually has a real dungeon in it.
Sorry for the run on sentence.
There has to be a reason that this became the norm. Something about the feel of going into a place where the sun doesn't reach. Where you can't see where the path in front of you is going to turn. Bats, rats, spiders and other things that crawl around. Dirt, mud, fungus and stuff that makes you feel unclean. Sounds echo about preventing you from knowing what is out there, and how close it is. It's amazing that most dungeon adventures don't conjure up a feeling of dread. Going into the unknown should be a little unnerving, especially for a ragtag group of first-time adventurers.