Freedom
The wall, as Hades so often reminded them, kept the workers free. Behind the towering bricks and stones they were safe from anything outside that wished them harm, and they knew exactly where they stood in Hadestown; under Hades' watchful eyes, you worked, and were rewarded.
Similarly, working in the mines and steel mills, with the machines that kept the King of the Dead's empire running, was another kind of freedom. Hades, in his kindness, had freed them from not knowing where to find shelter or food, never knowing what the weather would bring.
With no mortal inconveniences weighing them down, the workers were free to do their jobs for as long as Hades asked, and they did it without question or complaint. Eurydice entered the mines with wide eyes and a steady gait, hoping that in the depths of the Underworld she would find her own freedom.