Stranger Things 2 also introduces us to the Demo-dog, another denizen of the Upside Down who escapes into our world and begins doing nasty things.
The Upside Down works also as a metaphor for every inexpressible fear, every childhood demon that refuses to stop haunting us.
The Upside Down was where Will Byers ended up in Stranger Things season 1 after his disappearance and was where poor Barb was taken to meet her demise at the hands of the show’s main monster, the Demogorgon.
They also clearly understand the potential danger of revealing too much about the workings of the Upside Down and killing the mystery.