Working as Designed Oasis has replaced underground desert hole

[Tyler800]

Main desert has no hole and no underground desert enemies

 

[Travlordian01⚡️]

Oh there are new entrances now, there is one with no entrance and you are supposed to dig to it.

 

[Aurora3500]

As Greybrynn says. It's possible to get an underground desert without a natural entrance. It is part of one of the possible world generations. You'll have to create your own entrance in those circumstances.