Desktop Dungeon bug on unlocking Siege of Lothlorien?
Solution 1:
I had this same thought. But actually the three "classes" on the far right are race/class combinations, and so you have to unlock all three of them before the siege of lothlorien will become unlocked. Better explanation containing spoilers below
Those three classes are the "monster" classes: Gorgon, Half-Dragon, and Vampire. When you select them, your choice of races on the top is ignored, and they are colored gray the same as the other races, so they are effectively both a race and a class.