They don't go underground. They go into the church. And there are at least two guys you talk to, plus a woman (plus some other NPCs). The first one, sort of obviously, is the shopkeeper to whom Dar-ma was making the delivery. She says she hasn't seen her, but if you look around, you'll find Dar-ma's horse behind the store. If you go back in, the shopkeeper claims that that's her horse. You can talk to the innkeeper, but he doesn't give you much information, though the way he clams up is significant itself. Then there's a guy wandering around town who will tell you that he can't talk in public, but that if you come to his house after dark, he'll tell you what's going on. If you wait and go to his house, he'll explain where Dar-ma is, why she's there and what they plan on doing, tell you the whole history of the town and the Deep Ones and the Brethren, if you're interested, and he'll give you a key to the trapdoors and suggest that you use the one in the inn, since it's closest to where Dar-ma's being kept.
Also, if you stay the night at the inn, you'll see that the other guest room upstairs is torn up - there's obviously been a fight there.
See - all these little details are there in the game, just waiting for you to discover. Or you can just go, "Look! A trapdoor! I'm supposed to go down there sometime, so I'm going right now!" And you miss all the rest of it.
Again - I see your point. You're essentially asking that Beth do more to force, or at least guide, people into following the path that reveals all those little details, rather than allowing you to just rush through it and miss them all. And I'm just saying that those details are already there and rushing through it and missing them is your choice. I don't believe that Beth should limit the choices available in order to compensate for people who take shortcuts and miss details.