Dungeon crates not spawning..?

The Terraria wiki states this:

"As long as you are below 0 depth and in front of natural Dungeon wall, you are counted as being in the Dungeon. (It is notable that the music changes as well. This is an easy way to tell if you are in the Dungeon.)"

My guess would be that you are not standing in front of a natural dungeon wall.