It would be cool if they were rare random stuctures
Dungeons would be either quested or you just stumble upon them, they will have some unique loot for that section of the map
For a desert dungeon you get an item that takes up a tool slot and allows you to move 2x speed in the desert
For a forest dungeon you can get a spell that summons throrns
For the volcano you get a lava and fire immunity
Tldr you do the dungeon and get loot based on the area the dungeon is in.