havent read any of the responses above yet, but here´s my take on it:

I think it should be considered okay, yes. For socially inept guys like myself, it´s way easier to get flirtatious with a girl when trapped inside some semi-scary, moody dungeon. Usually, you have to somehow get into contact, then exchange some more or less awkward messages, until finally leading to a first meet-up irl. Just recently I met this gorgeous girl, but I was so awkward around her - barely getting myself to hug her during the "hi!"-phase, then sitting down facing each other while drinking iced tea at Starbucks. Somehow, I could hold up a conversation for an hour, and since then I met her once again, but still, it´s just really hard.

Not so when inside a dungeon. Without even knowing the girl, you´ll have an instant feeling of intimacy. Simply from being all alone with her in this god-forsaken environment. Since it´s kinda scary in that unbeknown, mysterious place, she´ll approach you on her own account, most likely asking you something like "H-hey. I am ... Who are you?" and from there it´s truly easy. What´s best, though, is that you don´t have to make it through any sort of awkward smalltalk/converation, since you´re in a situation where actions are required. So instead of trying to come up with witty, faux-intelligent replies and question, you just say "we have to find a way out of here" and she will follow you. Even better, she´ll get a feeling of security when near by your side. Now, it´s a bit of a double-edged sword regarding what follows. Obviously, you don´t want to get killed by some strong dungeon monster. However, protecting the girl against, say, a single wolf, a swarm of crows or some giant bugs should be doable. And, really, if you can pull that off successfully, you´ll have won her forever. When you´re lying next to the dead wolf after the fight, scratches and some light wounds all over your body, she´ll treat your wounds and thank you and ask you why´d you do that. And all you have to reply is "´Cause youre so damn cute" in a tired, fading voice. As you finish the sentence, you close your eyes from exhaustion, though well knowing that you made her heart skip a beat. For the rest of the journey through this dungeon, you can be sure that she´s madly in love with you.

So, yeah, I think it is definitely okay to pick up girls in a dungeon. It´s a great help for those that aren´t that confident and well-spoken when in a normal everyday environment. And, honestly, it might be even a "truer" way of showing a girl you like her, rather than winning her through mere words.