Travelling through underground caves would likely be slower than travelling above ground, since you can't exactly walk in anything even remotely resembling a straight line in the former .

The underdark is more likely to have secret portals that lead you... someplace, than above ground.

It's up to the Quest Pack Team to map the underground network (the literal one ).

-Galactygon

The Underdark is not littered with gates that lead to all sorts of other worlds. As the Underdark is found beneath most of Faerûn, there are more passages leading to the surface.

-Echon

Who knows? Probably not to other worlds but maybe to other areas... drow mages have powerful magic.
Anyway I see your point, you're right. What I've written above is just an idea, a possibility. It doesn't characterizes Underdark.

The deepest levels of the Underdark are meant to have portals to the Plane of Shadow and the Lower Planes - but that's really, really deep and somewhere that not even that the party at the end of ToB would want to go, it's that dangerous.