This is a blow. I've always looked at secret tunnels as a great way out. We're having a problem with some part of the world above ground? Get out of it by going under it. There are rumors of secret tunnels in lots of places in New York, where I live, and I always considered that a plus. It's part of what makes the New York City subway system cool - there are indeed abandoned parts of the system, and these provide great foundations for fiction.
Junior's discovery of no way out under in Under the Dome adds an important ingredient to the science fictional underpinnings of the show: whoever, whatever, is responsible for the dome means business. The dome and its designers are not going to be undermined by some kid goaded by his shackled girlfriend - even if that kid is the son of the most powerful guy in town, or someone who appears to be.
We still don't know what Big Jim knows, and how much of it is directly relevant to the dome. On the one hand, Big Jim may be as much a victim as everyone else, except he's a victim with a big secret. On the other hand, his secret could entail an explanation of what brought on the dome. The answer is likely somewhere in the middle.
The other big continuing mystery is what's up with Barbie, and why he killed Julia's husband. Whatever Barbie knows, it's clearly not what Jim knows, and apparently has even less to do with the dome that what Jim knows. The other question here is whether Barbie will sleep with Julia before she discovers what he did to her husband.
I'd be happy to see the show focus much more on all of the above, and less on kids partying with parents away - but, hey, I'm in this more for the science fiction than the character storyline.