The entirety of the Underworld was a world of its own, a plane of existence that existed outside of the material world, outside of Olympus, and yet, was intimately linked to it. Essentially, the Underworld is an afterworld of sorts, one that worked on a different set of rules, yet was susceptible to the general laws that governed the whole world.
However, those rules only worked in the outskirts. Past the gates to the inner sanctum of the Underworld however, these laws becomes obsolete. It was for this reason this place was skyless, containing only a gloomy, all-encompassing darkness.
The same could be said about the deathly energy that pervaded the atmosphere. This made it exceptionally excruciating to survive through it. But of course, depending on several circumstances, one could offset this rule.