Is there something that prevents a pack ox going into a mine?
I think you can't bring a Pack Ox into a dungeon, because players could use them to clear dungeons and load up the Pack Ox with as much loot as possible, which is not their intended use.
Most of the mine areas on this server are considered to be (part of) dungeons, so the reason why a Pack Ox can't enter mines is probably purely a matter of game mechanics, not server lore.
Perhaps some areas could be tweaked to allow oxen to go a bit further into the mines, I can think of a couple of areas that don't really count as dungeons and hardly have any spawns or loot.
If really you want to explain it from a character point of view, I suppose a sense of dread just got the better of the oxen and they refuse to go near any dungeons due to some paralyzing fear?