First
The thought that any given dungeon or location would be so dangerous that none have ever returned, should be a basic description of any dungeon. If a dungeon is survivable by average villagers who are the ones telling the tales here, then it's not so much a dungeon, is it? It's a respectable hole in the ground notably devoid of any devious traps or deadly threats and therefore of any remarkable treasures. Thus, in order for a dungeon to properly be a dungeon, there should be a grave threat that any who enter will likely never return. "From which none return" is the basic level of the stakes in any dungeon.
Second
If a location is one from which no one has ever returned, then by nature no one can know anything about it but the most mythic of tales and remotest of rumors. Only the barest fraction of the place's history could even be hinted at to the villagers and rubes the adventurers are fleecing for information Some of that information should be misleading, possibly due to ages of oral tradition and misrememberance and mistranslation. Your rumor table is correspondingly mostly false, but every falsehood contains a misunderstood truth.
Third
"From which none return" is not identical to "that kills everyone." There could be any number of reasons that people never return from the place. Perhaps it's because everyone who seeks the place out does so because they're meeting a lover and eloping to some far-off land, using the resources that they find in this place, provided by the local temple of the god of ardor. Perhaps some feature of the dungeon transforms them into pollywogs, and by the time they metamorphose into frogs, they've left their human lives far behind. Medusa is always an option. Perhaps there's even a way to undo the reason no one ever returns from here.
Joesky Tax: The Hill From Which None Return
Though none in the village below know the name "anasynchron," an anasynchron is precisely the source of their troubles. "That hill from which none return" is a surprising blot upon the countryside near the mountain village of Krawedz and though the superstitious country folk in these remote hinterlands take great stock in the bans and taboos of their forebears, there are always youths who dare and double-dare and double-dog-dare each other to steal away during chores and trek the lonely miles across the Pawelowicz farm into the shadow of the Grand Blue Pine, where a small rocky path cut by centuries of icemelt winds its way to the top of a hill from which no villager of Krawedz -- or elsewhere -- has ever returned.
In truth, an artifact from the world before, the aforementioned anasysnchron, a steel-colored obelisk that writhes with symbols that defy any attempt to decipher their meaning nonetheless the meaning is simply known by the perceiver. The meaning reaches outward from the anasynchron, tugging at the mind, the self, ultimately the body itself as it creatively re-aligns the perceiver's being to attune not to his home plane, but rather to the Ethereal Plane.
The anasynchron offers no method of return from the Ethereal Plane, but, should the players be inventive enough, be repaired to return to its proper function as a "transynchron," allowing travel back and forth to and from the Ethereal Plane.