The bug
"We Need to Go Deeper" description reads: "Build, light and enter a Nether Portal". You don't need to do any of these things, as the advancement is granted by simply teleporting into the Nether, either via commands or by using a pre-existing Nether portal.
To reproduce
/execute in minecraft:the_nether run tp 0 129 0
Observed result
The advancement is granted, despite the description.
Expected result
The advancement granting would be consistent with the description; either the advancement would not be granted or the description would be changed to reflect the actual conditions of the advancement to be granted, e.g. "Enter the Nether".
Original description
According to the advancement description, a player needs to build, light, and enter a nether portal in order to activate "We Need To Go Deeper" advancement, but actually you don't need to do any of these thing, you can simply teleport into nether, and you will be granted this advancement, despite the description.
Why is this working as intended? The description is simply misleading. You don’t have to build the portal, you just have to enter one. Compare it to the "The End?" advancement, which simply says "Enter the End Portal". The description of "We need to go deeper" should be changed to something along those lines to make it more accurate and consistent with other advancements.