I assume this is from the short play "the sound of music goes underground" ? Im not quite sure. But a quick google brings it up.
Explanation:
a. Its a place where mortals have gone, because, being mortal, our lives are short and we can be easily killed. Mortals havent returned because they are dead when they get to the underworld.
b. Because the gods and goddesses love music just as much as mortal men
c. Hades is the ruler of the underworld lol, and he lost the opportunity to rule elsewhere in a bet to the other gods.
d. Its dark because its the underworld, its mysterious because nobody ever goes there and comes back to tell the living about its secrets, and the feeling of distrust? Maybe people seem not to trust orpheus because he is a living man going to do what had never been done before.