Perhaps because the actual lair was blocked and filled with guardians? how exactly did they know about this place or find it, or have any clue there was a map somehow inside (an encrypted map that they couldn’t read)that lead to another obscure location?
Again this is just a poorly thought out cinematic as it makes no sense. I can fully appreciate there being a secret lab that Neltharion had buried somewhere in the earth. This was just a really stupid convoluted way to lead to it.