You can use your players' intuition that the sound of battle should be important without squashing their imagination of the dungeon, while also serving your GMing need to keep the whole dungeon from going "on alert" and dogpiling them at the first clash of swords. You do this by making sound weird in these strange, underground halls, and then telegraphing to your players how sound works in this dungeon by describing what they hear.
There are two standard ways to hint that fight noise will not normally carry, without simply revealing the man behind the curtain and showing that it's just a game and they "shouldn't" care about this.
The dungeon deadens sound
The hush of the tomb is expected, but there's something more to it. As you proceed down the corridor, you realise you don't even hear your footsteps echoing back at you. Conversation from the tail of your marching order sounds like thin, unintelligible whispers only yards away at the head. The very air itself seems to swallow sound.
Variations on this have been mentioned in various comments: muffling tapestries, loud or white ambient noise that masks the sounds of the party's incursion (machinery, noisy rituals, rushing water or air), and the like. Deadening sounds comes in a variety of forms, but they all have in common that a brief description of how the environment interferes with the party's hearing will let them know that fight noise is not going to travel as far as they would normally fear.
The location's acoustics confound the ability to tell where sounds come from.
This takes a bit more work. The best way to show (not tell) this is to insert random noises, screams, and whispers into the game. Creating a list and randomly rolling on it every in-game chunk of time is the traditional means.
Atmospheric Dungeon Sound Events Table
Roll 1d8 every 30 in-game minutes:
- A scream, suddenly cut off, echoes from somewhere deep in the dungeon.
- Mutterings that sound right behind your shoulder that slowly fade away.
- The noise of battle, seemingly coming from directly in front of the party, where they can plainly see there is nothing.
- The sound of dripping water, as if from very far away, but it follows the party without growing louder or fainter for several minutes.
- Growls echo down the hall (1–3: ahead, 4–5: behind, 6: both)
- A strong but quiet winds blows, but it seems to snatch away any attempt at conversation, carrying the party's words who-knows-where.
- No event
- Roll twice and combine, rerolling results 7–8.
(This is just am example. Expand as necessary before, between, or even during sessions.)
By giving a dungeon unusual acoustic properties, you can leverage how your players are already intelligently thinking about sound, making them aware in a natural way that the sounds of battle can't easily be used to locate them, unless the listener is already very close (and perhaps even not then). You also reward your players' engagement with the world by responding with in-world details about something they've shown interest in, making their investment deeper rather that fighting against it. As a bonus, it gives your dungeon more character and makes it a more unnerving and unnatural environment.