Nostalgia is the primary reason for exploring them. Some of us old fogies remember the first and second Wizardry games when that's what they looked like.No, there's nothing really special in any of them that you can't find elswhere with one exception that I am aware of. In the Mtn. Wilderness Dungeon is a special item you receive in the final battle. The big baddie in there is wearing it and it's very nice.
Some of the things I've found in the dungeons include Plate Mail +3, Plague Axe, Cutlass of the Damned and so on. Most of the items I've found are potions or scrolls but there are some goodies normally locked away behind 6-8 tumbler doors in the various dungeons.