I embarked to the same 3x3 as the goblin towers occupied, but your explanation makes good sense for why a z-level would get added otherwise. It just doesn't necessarily work in this case... I still have the save and all altered raws if you need them to figure this out. The area was visited by TWO adventurers, which may have facilitated the same occurrence since one of them only visited the main tower before his...end.
Personally, irritating though it may be, it hurts that technical limitations preclude us from digging below a certain z-level. Especially when I mis-plan my fortress and realize I started a 3-level-deep construction on the 2nd level from the bottom. In those cases I'd love to be able to force the game to generate another level of depth. I don't understand the world gen attributes very well and I rarely do anything with them except infinite reject until I have to go with a 'standard' world.
On a 1x1 embark map (possible with a utility called nanofortress) having many many more z levels would be fun times. I'd love to try makin Dante's deptiction of Hell in DF, but i'd want 3-5 levels for each level of hell, and many more for certain specific ones e.g. cocytus.
Some additional raw tokens for stone matglosses specifying native depths ([DEPTH:0:4] for soil, 18:25 for HFS, etc) for layer stones and mineral types (in addition to existing stone biome tokens) would allow a lot more incentivization for digging deep, and more of a sense of game progression. I'd love if there was a certain, unknowable depth at which your miner breaks through the shell of the inner earth and plummets into the fiery abyssal caverns filled with untold horrors. Bonus points if you then pause your fortress and control him in adventurer mode.
I'd love a more natural means of preventing players from digging so deep that their fortress becomes unplayable. Say, at a certain depth, the rock strata start becoming hotter and eventually your miners are unable to dig because the rock is too plasticine and conditions too harsh to sustain them. But I supposed functionally, that would be no different from the current system, except that it explains itself to you. Always nice in games.
I'm most excited about the expansion of the underground, of all the inclement changes. I'm one of those guys who often turns off invaders, imprisons and butchers traders, and locks the doors to the fortress permanently.