Lore: Underworlds
Lore of the "Underworld" does not include the Criminal Underworld (Thievery has more to do with that than anything else), but it sometimes is an element. No, the Underworld refers to the world below the one many know amongst civilized society, often taking place in catacombs, caves, and other places with hidden entrances and many more unexplored areas. In some settings, this is called the World Below, the Darklands, or the Shadowdark. You get the idea.
Subterran Heritages thrive in these areas, due to their adjustments to the lower lit areas of these worlds.