Caledonians seem to have an innate love of tunnels. Perhaps it dates back to the days when Caledonians were not as...respectable, and their income often derived from maritime adventures. A quick but undetectable escape route might come in handy. Then again, having a quick escape route is also advisble if, say, one likes to dally with married women whose husbands are both jealous and heavily armed. And a cellar is a useful place in which to age wine and store whisky, in any event.
Laird Brideswell has tunnels in Rothesay that connect both to Victoria City and Lord Argylle's property. No doubt there are others under the lands. It would be unladylike to speculate as to their purpose(s).