Bioshock

[ItalianStereotype]

yes, it is eventually explained about three quarters of the way through the game. M. Night Shyamalan amirite?

also, keep in mind that this place is in the middle of the Atlantic Ocean and it's like 1956 or something. it makes just as much sense to go into a creepy building and randomly taking some elevator as it would to crawl out of the ocean and probably freeze to death waiting for rescuers to eventually come.