From The Grey House, Book Three, Protector of the Grey House:
Joseph nodded, went to Natalia and picked her up. He left the room to Mierka, taking his prisoner to the only place in the house that was probably safe for her. If Natalia were left in one of the regular bedrooms, it would be very easy for Vincent to get to her. Taking Natalia down to the dungeon would mean Vincent had to think about what he was doing and where he was going. The dungeon would ensure Vincent thought with his mind instead of his emotions. Also, the dungeon was a great classroom.