Yes, the charm about DF to me was about how the game really made very few concessions to things like "reasonable difficulty level", "balance" or "progression". If you settle on a place with no flux stone, you don't get steel (except through trade or other interactions with the world). If the procedural generation says there should be undead whales, there will be undead whales, and it's up to you to come up with an answer to that - the game in no way guarantees there will be one.