About problem in general: That's not bug. It is
feature!
You can have fun time exploring places that don't have exit but can be entered (misplaced stairs, cut galleries above pools) by DFHack adv-bodyswap. Recruit a few meatshields, bodyswap into one of them, go down for a hunt. Be a bit vary of going too far, though. It might be better to move your hero after the "explorer" on surface so that he won't get offloaded with all other meatshields. Bonus points that you don't die for real and can once again be in the skin of dumb weak peasant

Sometimes you can't even enter without cheating, though. DFHack now has tools for that problem (already mentioned).