The building we were in was already pre-established, but it looked old. It's possible this was used either as a way to get to other buildings, an underground cellar, or the sewage system. Many old commercial buildings likely have something similar.

[Eustace studies the sconce in idle wonder before he walks forward, more of the sconces lighting the way. For the most part, it looks like any old passageway, but it's not a long tunnel. Not half a block ahead they can see a door.]

I doubt they would be that determined to build their own given that they are more likely to abandon locations, and the lighting looks old and not maintained... [Midway through, there is writing on the wall with arrows pointing back where they came and towards the door, the paint old and flaking off.] My guess these merely connect between the buildings or some other system.