Actually, as a subterranean area, the Underdark could easily contain natural vents and fissures, that vent toxic gas - cave structures in the real world do that all the time. And where such natural vents appear, it would not be unreasonable for someone to modify or adapt such a structure to act as a defensive feature - no different than backing your house up against a cliff wall, hiding snares in trees or the ground, diverting a river or stream enough to create a moat, or planting a hedge of briars around your yard, or even refusing to clean your apartment in order to convince folks it's safer to rob the apartment next door.