I guess that with the world activated and creatures having their own interests, opening up the underworld and failing to seal it off would basically mean the apocalypse. One or two demons are basically adventure mode's "final boss", release a whole bunch and you're through.
In the original version of DF, only one demon would come out when you broke through Hell, but it would be an automatic Game Over. Basically Toady wanted to recreate the Balrog story; dwarves dig too deep and a monster comes up from below and destroys their fortress. The only problem with that is, one demon is pretty much child's play to the average fort. Even swarms of them can be defeated with a well-trained military force.
Forcing the demons to stay put would mean adding an extra rule to creature behavior; even if they were initially listed as residents of the fort, residents change location by nature.
Then again...if you're going to unleash a horde of demons, why shouldn't the apocalypse happen?
As it is now, only a limited number of demons will actively burst out and wreck your fort when you open up the underworld. Like 30-50 or so. The rest will be content to mill about in the underworld. If it's just these, maybe the apocalypse could be weathered. I'm sure there are lone adventurers who have taken down that many titans. It would certainly add an additional layer of responsibility for role-playing purposes - you brought the invaders, now go kill them!