Brian - they went deeper because that's what they are trained to do in this circumstance. Miners are trained to evacuate the mine along designated escape routes. If an escape is not possible, miners are trained to erect a barricade (curtains) to isolate themselves from a contaminated mine atmosphere while they await rescue, which they apparently did.
It's early yet but experts on the scene think powerful lightning strikes in the area may have set off a dust/methane gas explosion - hence not a lot of rock or other debris, but it can suck the oxygen out of the immediate location. Also "the toxic gas produced at such an event may be disbursed around the mine in a manner which is quite different to the normal ventilation flow. Where flows have reversed, secondary ventilation may draw from exhaust and deliver contaminated air to areas expected to have clean air. It is possible that contaminated air may be delivered to an end unrelated to the work place where the explosion occurred." In other words, the bad air may be pushed towards the entrance, leaving good air deeper down the mine.
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