The following is most emphatically NOT an in-universe publication.

When you think about it, Dungeons have a very large number of traits that simply don't make sense for a species that arose as the result of natural evolution. They without exception have EXTREMELY powerful conjuration abilities, and are thus able to outright make fully mature biological lifeforms or powerful magical artifacts in mere fractions of a second if they have the mana. On the other hand, the Dungeon themselves is largely sessile and is forced to exist inside structures which they are magically linked to. Within said structure, the Dungeon is capable of instantly claiming control over any unbound mana regardless of source, which is another extremely powerful ability that is highly unlikely to arise as the result of random mutations.

In addition, the method by which Dungeons reproduce is also highly suspect; a crystalline seed that grows into a full-fledged Dungeon Core. This is a process that unquestionably requires Mana, but the only way for such a crystal to get the mana required is via cognitive function that isn't propped up by magic. This necessitates a ludicrously complex internal structure for neural function, but the question of how to power it all is still a major issue, given limitations on Mana circulation. The solution which is generally found in Dungeons is in fact miniscule amounts of Beta-Decaying radioisotopes in special structures within their 'cells', which can provide sufficient energy, but also slowly damage the Dungeon over the years, which is the primary reason for their limited lifespan.

Also, there's the menu system Dungeons have access to, which is an extremely peculiar form for instinct to take. Most species with strong instinctive behaviors don't get infoboxes popping up telling them why to do something, they just do the thing. Pretty much the only reason such a thing would possibly exist is if someone deliberately programmed it in.

So, all in all Dungeons grow from seeds that only mass a few grams, are able to very rapidly create a biosphere, atmosphere, and maybe even a magnetosphere even in totally barren environments, and can grow to maturity with negligible resource input once they reach a planet, or even a large asteroid.

Stolen content warning: this tale belongs on Royal Road. Report any occurrences elsewhere.

As far as I'm concerned, all these traits together point towards Dungeons being deliberately created as part of an interstellar (or possibly interdimensional) seeding initiative. Getting a Dungeon Seed to a world would be efficient and cheap compared to a full-fledged starship, and once the Dungeon matured they would almost immediately begin converting whatever world they happened to land on into a lush, vibrant world. They would almost certainly establish additional sapient populations aside from Dungeons as well, who would go on to form a civilization on the planet existing in partnership with the descendants of the Dungeons who terraformed and seeded the world.

This even fits with Dungeons occasionally dragging in reincarnated souls to build their minds around when they wake up; it would be a benefit to the seeding initiatives if the seeders could send people from their world over to supervise the early stages of terraforming. Being able to send over souls as a form of upload to run the first-gen Dungeons would be a major advantage, and it makes sense that this trait would activate again every once in a while, grabbing a soul out of the interdimensional void.

So, given the fact that Dungeons were almost certainly deployed en masse all over the galaxy (or possibly multiverse), why is only the third planet in this system inhabited, and why does nobody remember how the world was colonized? The answer is that the original Dungeon Seed was one of the very last sent out by the seeding initiative, which was shut down shortly after for stupid political reasons and never re-started on account of a poorly-timed Gamma Ray Burst. Meanwhile, forgetting about the colonization can be accounted for by this world being settled for nearly 21,000 years now and the fossil record being an utter mess thanks to all the Dungeons churning out new lifeforms whenever they get bored.

So, yeah. That's what Dungeons are: a sapient magitech space probe intended to seed life wherever they land, and do a damn fine job of it.