One extreme is "I don't want to explore the evil dungeon, I want to explore the obsidian glacier - write an new adventure for me now, bitch!" The skill of the DM lies in accomodating player freedom to choose with what is, essentially, a workload.
If the DM wants the PCs to explore the evil dungeon, he should make it attractive to the PCs - eg rumours of treasure! It's a good idea IMO not to drop the same amount of treasure on the PCs wherever they go; traditional D&D depends on motivated PCs seeking out the loot-rich environment. Or maybe there are prisoners who urgently need rescuing.
If my players decide the evil dungeon is unattractive - eg they think it's too tough for them, or too loot-poor, or they hate the quest-giver NPC - and they are being at all reasonable, then well fair enough, ideally give me some notice & I'll happily prep the obsidian glacier for them. No notice and in extremis they'll be fighting no-loot random glacier encounters for the rest of the session!

Edit: And IMO there are BIG advantages to the Evil Dungeon being left unexplored & uncleared. The players have just given you a long-term plot hook and potential source of woe. The bad guys in the Evil Dungeon get to work their plans undisturbed; monsters ravage the countryside, evil rituals are completed, maidens sacrificed, et al. Or maybe some NPCs clear the dungeon and become The Great Heroes of the Realm...