"Because sometimes things come out of them, that's why! Bigass turtles - mean things...smart, too. Or these crab-lookin' things. All kinds of crazy shit.
Stop laughin', I'm serious here! I saw one of the turtles, once, and it was as tall as I am! Mario was the first to get everyone to believe it. He and his brother found six pipes, all together, and got attacked by a whole pack of the things. They fought for hours, but finally managed to kill 'em all. We laughed at them both, too, until they hauled in a shell.
Since then more people have seen the things from The Pipes. Union policy these days is that if you find one of The Pipes on a job - don't matter what size, you come right back and report it. The Union sees you get paid more, and that you don't go back down alone. That's how the mob got in with the Union, but hey - we needed protection, y'know?
What's that? Oh, I don't know where Mario is these days. He came back up one day, saying he found one of the big ones, and that he swore he'd heard some dame yelling for help in it. He thought maybe one of the things had grabbed one of the crazies that live down under the city. No one wanted nothing to do with no kidnappers from The Pipes. So he marched right back down there - we followed along, since some of our 'friends' went with him - and damn if he didn't walk right into that hole, head held high...like some sorta hero, or something.
Well, after we yelled after him for a couple of minutes without no answer, Luigi - that's Mario's brother - went a running after him before anyone could get ahold of him. Last we heard of either of the brothers was Luigi yellin', "Maaaariiiioooo! Maaaaariiioooo!" like he was a zillion miles away.
And that, my friend, is why the Union sent me over here. We gotta talk about what you're paying our boy Antonio, because guess what you got down in your sub-basement?"