Because, REALLY:
1) My Legions of Terror will have helmets with clear plexiglass visors, not face-concealing ones.
2) My ventilation ducts will be too small to crawl through.
3) My noble half-brother whose throne I usurped will be killed, not kept anonymously imprisoned in a forgotten cell of my dungeon.
4) Shooting is not too good for my enemies.
5) The artifact which is the source of my power will not be kept on the Mountain of Despair beyond the River of Fire guarded by the Dragons of Eternity. It will be in my safe-deposit box. The same applies to the object which is my one weakness.