Yeah I noticed that too. Even if I build a large dungeon, I ended up with most of the action being localized.
I assume the AI will progress to be more prone to explore. I would make changes such as not allowing treasure to pop up in a previously explored room. Maybe make it so monsters have to be in a non-previously explore room, or limit the number of times a room can spawn a monster, and/or allow monsters to roam once placed.
I'd like to see the option to build a party in the long run. Stats on the monsters and treasure placed would be cool. Traps, one way doors, would be cool. There needs to be a healing element, like potions as treasure. Right now if you want to keep him alive you just gimp your monsters. Consumables like spells or wands for the adventurer. I can see other things like eventual stairs/ladders to go into deeper levels for more monsters. Keys for locked doors. A card that allows a room to be destroyed or replaced, in those cases when you goof up and block yourself in.
I mean there is a lot of room for growth, I am going to assume with it being alpha they are just getting the basics down and will flesh it out with more features as they go. I can't wait.