They live beneath the ground (nest building, building the nests, raising the young, etc) and go above ground to feed. No much different from building hives in caves and then buzzing about in the outside.
Ah, thanks, not a native speaker, "where they live out their entire lives below ground" sounded to me like they were living below ground all the time - e.g. a fox then could also be said to "live out their entire life below ground"