I'm not sure if this is now normal behavior, but I found a royal treasury on a level and it's right there, in a room that is accessible through corridors.
Killed some dwarves in DT FOR SCIENCE, got a pickaxe and dug these walls. The usual message with "some stuff is uncovered" was displayed and I was able to get gold from these walls. Kinda reminds me of Dungeon Keeper (uploaded the closest to Dungeon Keeper pic for lulz) :D