This is the beautiful region known as Kalos. The cursor is on the Pokémon Village. The Unknown Dungeon is inside this village. Because of this, it's pretty obvious why the Dungeon ain't on the map
- Because it could ruin the surprise, etc.
- The Pokémon Village is a location. The Dungeon is inside this Village. Why have two locations when the exist inside the same area?
- Gamefreak Logic. This is a beautiful thing that answers so many questions! XD
Hope I Helped!