Because he's made up and the writers thought it'd be a good idea.
Actually, a flippant reply is quite appropriate because it's obvious you haven't read the story. It is stated quite plainly that Gilgamesh seeks out Utnapishti because he is afraid of death and wants to learn the secret of immortality.
Another aspect of your question that needs to be clarified is what is meant by the term "underworld". Utnapishti lives in the realm of the God Ea, the Apsu or freshwater ocean beneath the earth. This is to be differentiated from the Netherworld, the dusty and terrifying realm of the dead which, presumably, was one level down from the Apsu. Although there is occasional overlapping of the terminology in other Mesopotamian literature, in Gilgamesh they are clearly separate.
In the various renditions of the ancient Mesopotamian epic myth-poem, 'Gilgamesh,' that have been preserved, the character of Utnapishtim is portrayed as a wise and also immortal man who offers counsel to Gilgamesh during his great journey. Of greatest significance, perhaps, he advises Gilgamesh on the location of a plant that is said to have the power to bestow immortality on human beings.
Utnapishtum is a character in the ancient Sumerian "Epic of Gilgamesh." He tells the hero that the gods warned him of an impending disaster--a great flood--and so he built a boat to carry his family and all of his animals to safety. The "Epic of Gilgamesh" is regarded by scholars as the source for the Biblical story of Noah and the Flood.
Utnapishtim survived when he was told to build a boat, its length as great as its width.
a boat for the flood
Enlil was angry because no man was meant to survive the destruction. Ea had heard the great gods decide to produce the flood and had told Utnapishtim to tear down his house and build a ship, and to take on the ship the seed of all living things.
Utnapishtim
The clothes given to Gilgamesh by Utnapishtim in the Epic of Gilgamesh are described as "new" and "finest" garments, symbolizing a fresh start or rebirth for Gilgamesh. They are meant to signify a transformation or renewal that Gilgamesh undergoes after his journey to seek immortality and his realization of the value of living a meaningful life.
Utnapishtim recounts the flood story in response to a question from Gilgamesh: How did you find eternal life? Utnapishtim's point is that he was granted immortality due to unique circumstances that will not be repeated. It is therefore futile for Gilgamesh to seek eternal life.
Gilgamesh, in his search for immortality, sought and found Utnapishtim, whom they call the Faraway. Utnapishtim said he would tell Gilgamesh a hidden matter, a secret of the gods. Utnapishtim then proceeded to tell Gilgamesh about the flood.
Utnapishtim directs Gilgamesh to the location of a magical plant that has rejuvenating powers.
Utnapishtim had mixed feelings about Gilgamesh because he saw both the potential for greatness and the flaws in his character. He was impressed by Gilgamesh's determination and courage, but also recognized his arrogance and recklessness. Ultimately, Utnapishtim believed that Gilgamesh had the capacity for growth and wisdom.
Gilgamesh goes to the Underworld to seek eternal life after the death of his friend Enkidu. He hopes to learn the secret of immortality from the sage Utnapishtim.
Utnapishtim was granted immortality by the gods after surviving the flood, making him the only witness with firsthand knowledge of the event. This allowed him to share the story with Gilgamesh in the Epic of Gilgamesh.
Utnapishtim challenges Gilgamesh to stay awake for six days and seven nights as a test of his worthiness for immortality. However, Gilgamesh falls asleep as soon as he sits down.
The two main characters in the Epic of Gilgamesh are Gilgamesh, the king of Uruk, and Enkidu, a wild man created by the gods to challenge Gilgamesh. Their friendship and adventures form the central focus of the epic.
Utnapishtim tests Gilgamesh's resolve by challenging him to stay awake for a week, and later by asking him to search for a special plant that restores youth. These tasks suggest Utnapishtim is testing Gilgamesh's determination and might not have full sympathy for his quest. Additionally, Utnapishtim tells Gilgamesh that seeking immortality is futile, indicating a lack of belief in the purpose of his quest.
In the Epic of Gilgamesh, gods reveal the coming flood to Utnapishtim, a wise man who built an ark to save creations. Gilgamesh learns about the flood through dreams and seeks out Utnapishtim to learn the secret of immortality.