Yes, with dungeons it is a rather necessary evil, you got no real option there. The internal logic of the world should be kept as much as possible, because that's what makes a great world for me.
Edit: One good example of something that actually did not need to be explained, but they chose to explain it due to allow it to be consistent with the internal logic of the world: the teleportation system.
They put effort into explaining why teleportation works like it works in this world. They took an effort into making teleportation something that makes sense within that world. And like I've written above: I do think they should try to keep the things consistent with the internal logic of the world as much as possible.
