I love this concept!

Tera actually has something similar on a small scale they have a zone with a mine/cavern that 3-4 floors deep with little quest hubs in it as well. Think it was called hungry caverns.
At some parts you actually got back outside again on wooden ramps on the cliff side and you could actually look back up or down to see how deep you where was pretty awesome plus the amount of shouts in the zone of people that got lost was fun too :P

I would love a mine/cave system or even or cave systems up high in to the mountains. in ff14 heavenward zone or beyond.
For new expansion zones you could simply have the base zone available but when you look around in a caves you can see holes in the floor or even the ceilings or walls that you cant reach yet without flight. but when you unlock flight in that zone you can explore extra floors. tho I must say that the mourn/Abalathiafoothils where a good start (multiple path ways and 2 caves even if they where simple caves).