I actually had forgotten about the teleportation sigils. With those in play the risk is severely diminished. I'm still not convinced that there's really much in-world to suggest the hole actually leads to the underdark/is worth giving consideration to, but with the jump points, there's almost no reason not to investigate if you have a suspicion, that's fair. (as an aside, I think Larian should actually provide MORE explanation about those. They're already in-universe things, Larian should go the extra mile to really embed them as part of the setting)
I absolutely know that I'm not used to roleplaying evil, I'll freely admit that, it's not a thing I enjoy. My feeling though was that there is a different between being arrogant, killing a giant spider and just jumping down a random hole that could lead potentially nowhere. It would be the equivalent of parachuting out of a plane over something like mediaval Europe. You'll have no idea where you've ended up and the odds are good that you'll be nowhere useful, while you have a ticking clock in your head. But like I said, the jump points make the risks of that moot.