As people have said before, it shouldn't be necessary to interact with the outside world to make a self-sufficient fort. However, interacting with the outside world should have some rewards - so we come to luxury goods, the "wants, not needs" as someone above already said.
Actually this arises because dwarves are the ultimate industrialists in the DF setting, in every industry too. They can do everything a community could need to get thriving and they can get the raw materials for all that by themselves too. Try imagining the far future where you can set up a human colony instead of a dwarven one - you can't make steel, your humans get unhappy fast if they're below the surface for lengthy periods of time (leading to mass suicide spirals! Because only dwarves can go berserk like a tantrum spiral) and their mining speed is really slow for rock. Then you'd be much more dependent on the outside world, especially the dwarves (pissing off the dwarves would be the HFS for humans as they'll send full-steel-plated killing machines led by possibly adamantine-equipped champions).
So back to dwarves, they're self-sufficient for all their needs but outside interaction even right now is encouraged due to luxury goods you can only import (exotic animals). This would be emphasised more if you couldn't grow any crop you want no matter what biome you're in. Maybe if (surface) crops planted in the wrong climate wither away before they even mature, then you'd be forced to keep trading if you want those luxury drinks. But we're only thinking of food here, this is a fantasy setting - other exotic raw materials can be the incentive to interact with the outside world. For example, only elves can weave this Magicloth that provides extra protection when woven as clothes, goblins bring unholy poisons on their weapons that you cannot make or apply yourself, maybe the humans would have some sort of blessed metals that are extremely expensive but somewhat better than steel. Better raw materials worth interacting for, but aren't essential as they're rare and exotic - dwarves can get their core materials by themselves so aren't required to interact.
Notice I've never said "trade", only "interact". There will be 2 ways to get what you want from the outside world: trade and pillage. Right now, you can pillage on the merchants as they come over, but in the future you can be polite to them and just raid their homeland instead. In fact, those 2 ways can each be subdivided too: loans and demanding tribute. I don't know how loans could work, but demanding tribute certainly seems reasonable: you invade other sites, get them to surrender and make them give you whatever you demand that they have. If they don't keep up, you can invade them again.