The existence of the megadungeon as mythic underworld, and faerie/wilderness as mythic otherworld, suggests of course that there is a third mythic -world - the Mythic Upperworld.
Don't mistake the mythic otherworld for heaven. It is a place that is hard to get to, and harder still to remain in, but it is not utopia. It is a dangerous place where demigods, giants and dragons dwell. Vast wealth can be found there, if you can find it - and if you can find a way to keep yourself from falling, and to grasp what is out of reach.