As a matter of consolation, you will notice that there are some dungeon like tiles in the cavern section of the map editor tiles.
Now you can make the whole underground one big dungeon crawl.
The reason for their removal, btw, wasn't because people didn't like them. I think it was a matter of resources and simplifying the game code so that there weren't so many special modes. There was a whole tileset for the internals of buildings which was greatly simplified by only doing the tilesets for the outdoor sites.
The AI didn't really work all that well in those modes because it had to wait until the unit saw you... and special game code wasn't very applicable for the whole game...
I think in the end, in order to deliver more bang in other areas it was seen as an acceptable sacrifice to remove.
I remember mourning their loss back when Lennart told me about the decision. I wept for a while. Then, like all things, I got back up on my feet and faced the new day, trying always to remain positive. Soon I found a new reason to live. And while I will always miss those dungeons, I feel as though I am stronger because I have endured their loss.
--Ray