As did I, long ago. As you pass through the portal and go to the dungeon, your location is actually west of Sepermeru although you cannot see that on the map. The sandstorm starts in that area, travels east and turns south a bit past the Unnamed City.
It’s a known issue and may be in the dev’s queue, but involves a rework of the sandstorm path, movement of the dungeon or a specific exclusion for the setting.
Odd, but we also can experience sandstorm damage underwater in other locations, so not unheard of.
But then, that’s only a description of the issue and not any form of excuse. I now carry a sandstorm mask with me at all times.