I would imagine that urban exploration in the Dresdenverse would be really, really dangerous at points. I'm talking beyond the real world worries of weak floors caving in, stabbing yourself with broken glass/ rusted nails/ random sharp things, being rendered unable to walk in a place where no one can hear you scream, or just plain old getting caught by the police. I would imagine that you'd have to worry about trolls, Black Court vamps, and all sorts of nasties.
Which is to say, it's a great thing to include in a game.