Actually, the opposite! There's no reason not to go back to the first dungeon. Once you've beaten it, you can always beat it, so it's a free 10 coins. Same for the second dungeon. Because you always start the next dungeon fully refreshed and the dungeons don't change, it's guaranteed money for you. The only downside to picking the first dungeon every time, is that after you beat the dungeon you have to press A to continue to the next dungeon. The menu has a "Back to Hub" option, but there's never any reason to select it. I wish my party just auto started at the first dungeon and then kept going until they died.