The Dark Dimension in Master of Magic

Why do fantasy games love to have an underground or a dark dimension like why can we never just have a fantasy grand strategy game that you play on one map like total war hammer I guess we can but like everything since master of magic has this underground or an alternate dimension that you go through the gates and it's like you switch. "I don't feel like I'm getting a lot out of being able to go underground in this game," he says. 'You need to have some intentionality here'