The Land of the Dead is a pretty popular place for heroes to go in pretty much every culture's mythology. So, when Theseus and Pirithous head downtown they're not exactly being very original. Very often the journey to the Underworld represents a hero's greatest challenge. In Theseus's case, the challenge is too just too much for him to handle, and it eventually causes his downfall. Because he is trapped so long in the gloomy Land of the Dead he loses his throne in Athens and ends up dying like a total punk. So, Theseus's spirit heads back to the realm of Hades permanently, with all of eternity to think about where he went wrong.
The myths of Theseus all take place a super long time ago. Even to the old guys who first wrote down Theseus's story, he was a legendary hero from the distant past. Sometimes the era that Theseus and his fellow heroes lived in is called the Heroic Age. Back in these days, the heroes were the sons of gods and the world was crammed with villains and nasty beasts that really needed slaying.
It's important to think about the fact that even to ancient Greeks, Theseus was an ancient figure. It's pretty likely that the fact that heroes in the stories lived so long ago added to the highly fantastical and exaggerated nature of the tales. If a rumor gets passed around school long enough, it gets totally blown out of proportion, right? Well, it's the same way with myths. Someone tells another person about a cool thing somebody did, then after a thousand years of people retelling the story, it gets totally off the hook.