Ok, this happened to two of my wizards so I thought I'd mention it here to see if it has happened to anyone else.
On both my Myth and Balance wizards, I placed a mark in front of the Underden (in the little sewer type area you land in after dancing) then went to Olde Town to use the kiosk to find a team for the dungeon. Both times I found a team and joined then used the mark to port there quickly.
Everything went smoothly and we completed the dungeon but when I left, following the quest arrow, I was put back in the little sewer like area in front of the Underden instead of being taken back to the thieves hideout.
Since there is no way out of that sewer area other than to redo the dungeon I ended up having to port back to the Caravan then running back to the Thieves Den before I could continue on.