There are ways to make it happen, LordGarmonde, but you'd have to kinda trick the game using flags and events.
Let's say, for example, I want Cave Magnes to be a "world vortex" - every time you go in from the Overworld, you exit back out to the Underworld, and vice-versa.
1) find an arbitrary event flag (anything over 200 or so is pretty safe).
2) Create two tiny events:
i) Load Overworld at (x,y), clear event flag x, end.
ii) Load Underworld at (x,y), set event flag x, end.
3) Set the entrance/exit of the cave to be an event trigger
4) Set the event call to say, "if event flag x is set, run event i. Else run event ii."