You are probably in the first small dungeon that ends at depth 3 (sort of a tutorial dungeon). It could be something related to holes but still you should be able to get to the surface if you always go through the stairs going up.
If possible could you sent a screenshot of the Map that should have the different exits highlighted. If we you don't see a solution sent me your save file (C:\Users\<username>\AppData\LocalLow\Portal Entertainment\Rogue-Empire\saves\0.8.9\Main\ <characterName>) to
german at roguempire dot com? :D