He doesnt live underground, he lives in his palace at the center of the labyrinth.
Uh yes, where is the center of the labyrinth?
"Life can be easy, its not always swell, don't tell me "truth hurts" little girl, cause it hurts like hell... but down in the underground, you'll find someone true... down in the underground; a heart serene a crystal moon"
"Daddy, daddy get me outta here, (heard about a place today)
ah, ah I'm underground (where nothing ever hurts again)..."
Again, where is the underground?