The reader will get a sense of wonder or fantasy from these kinds of locations.
Explanation:
Your average reader probably doesn't live at the bottom of the ocean, so this kind of setting can feel almost fantastical, which can be good for a utopian story, but not so great for dystopia. Many authors of dystopian stories want their readers to get a sense of "this is how <em>my</em> society could be" or to draw clear connections with the world they already experience.
It's easier for the average reader to make connections to their own life when the dystopian story takes place in a city or other setting that they have, in some way, experienced.
It tells of a young girl named Alice, who falls through a rabbit hole into a subterranean fantasy world populated by peculiar, anthropomorphic creatures.