Does this normally happen?

I just finished off spellhold, and I want to leave without going to the underdark. But wtf, there is no area transition on the stairway leading to the exit, any suggestions, people?

No matter what you will eventually end up in the underdark.

Spoilers
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The only way to go somewhere other than the underdark after spellhold is to find the pirate dude (can't remember for the life of me what his name was), the one who brought you to brynlaw island. He's on the first floor of the asylum. You have to go with him. If you choose or chose as the case may be not to go with him then you have no alternative but to got to the underdark imediately.

Its Saemon Havarian, but he doesn't give me the choice, as I have to defeat Irencus after talking to him. Usually I can just leave straight away, hmm. How annoying.

Oh its ok now, I just had to go to the next level and he appears there after I defeat Irencus, thanks for the help.