Well the walls of the underground living area could be masoned nicely, and that whenever people die, the dead are put in the walls of the caves before another wall is erected over them. Similar to the idea that when China built the great wall, they used the dead corpses as building material. (though in this case they're just behind the wall or something.)
That's the best idea I can think of for it at the moment.
Also, even if that were true, AJ is right, it'd smell pretty awful down there.