Actually it comes with two. One has to do with lava and the other has to do with movement through rough terrain.
This is incorrect actually
It appears you are mixing up the Terrain Effect cards and the Adventure Effect card. There are indeed two Terrain Effect cards in the base game.
Technically, there's no such thing as a "Dungeon Effect card". There is an Adventure Effect card which lists a "Dungeon Effect" so it should be clear that when "Dungeon Effect card" is referred to it most likely means the Adventure Effect card.
There is only one Adventure Effect card in the base game. This card lists a Dungeon Effect, Boss Fight Effect and Timeout Effect. New expansions include new Adventure Effect cards (and it's not that difficult to design some new cards for this).