Question: Wouldn't the plumbers who installed the pipes for the country club have had access to the cavern that didn't require them to face traps? Couldn't the kids have gotten out that way?
Answer: The pipes could have been there for decades, and the original entrance had been sealed or bulldozed (though the odds that the pipes never needed maintenance all that time are a little far-fetched).
Except that when they start banging on the pipes, it actually causes chaos at the country club that Troy is at.
Answer: Once Mikey convinced everyone to stay down there and continue the treasure hunt, they stopped looking for a way out. There might have been another passage out of the cavern leading to such a door out, but we didn't see it from our angle and they just chose not to take it.
Captain Defenestrator
They found and banged on the pipes for help before Mikey made his "Our time" speech. Mouth even said, "These pipes belong to a building or something. If we bang on them, if we make enough noise, someone might hear us."