When you first attempt to walk down the stairs from the Valley of the
Dead to the second level of the Gehennom branch, the game prompts you about
whether you really want to proceed. But if wasn't keeping track of whether
you had previously level teleported past that point (which is possible when
starting from the Valley rather than from higher up), so would still issue
that once-only prompt if you used the stairs later. Mark the prompt as if
it has already given whenever you reach a Gehennom level beyond the Valley.