Well… its not that heroes so much go into dungeons, but that they come out of them. Sometimes. Well, there are three ways you come out of a dungeon. Dead, running away to never return, or as a Hero.
- Dead people are buried.
- Scared people go hide and aren’t noticed again.
- The rest get… weird, so we call them something: Hero.
Thus, Heroes go into dungeons, because they are the only people that get remembered.
And then Heroes keep going into dungeons, until they become dead (as they generally don’t become Scared due to their twisted perception of risk).