I have the same speculation as you -- the only use of dump trucks I've ever seen is to haul stuff uphill. Maybe it's different in some parts of the world, if anyone can weigh in.
They could almost certainly build a conveyor since anywhere they have a road they pretty much have a suitable slope. However depending on how the mine is used the top end might be moving around a lot and need to be rebuilt frequently where a truck can simply go to where it is needed as that changes. It may also make more sense to run the truck all the way down and back then to run the truck over to the head end of a conveyor.
Edit: autocorrect