Those are the ones residing in the Underworld, right? Not exactly a fan here...
I certainly wouldn't put it past them to try and deceive the surface population. That is in fact pretty much all they do. If they exist at all of course. I would still like some concrete proof that they really are down there. Drill, baby, drill...
They'll probably hear you drilling down and may thus decide to temporarily relocate from the Hollow Earth to the Flat Earth — probably somewhere near the Antarctic Wall.