Sometimes you can glitch on DF, and it'll fail you out of starting the dungeon, which is fairly likely to be what is going on. Ie, you're all set to go, and you click accept, but it fails with a message about not being able to start - I forget what the exact message was, but it was clear that it was a problem on my end. It's only ever once happened to me, and it needed a restart to fix :/

But humans being what we are, it's pretty much guaranteed to not always be that :/