Caves are problematic. First of all while they are shelter of sorts, if you had a tribe of BF or humans for that matter living in one, you would have to establish protocol to prevent the cave from being a caldron of disease. For prevention of disease, it is far better to not be cooped up with a bunch of others of your species in an environment like a cave. While there are exceptions, most of the human cave occupation in Europe was during the last ice ace. It might have been a shelter of last resort just to make it through the long winters of the ice age. For humans, the art associated with caves, points to them being spiritual places either exclusively or in conjunction with shelter. Perhaps BF had no attraction caves because they seem to have no interest in rock drawings, and do not need caves for shelter like humans? There is something about the BF brain that does not support the creative bent that humans have. Probably wired differently. That would seem to carry over into construction of fabricated tools. Humans were doing art, right along with fabricated tool development, creation of baskets, and construction of clothing throughout much of our history. BF may not need some of that, but perhaps more because it is not capable of that level of creativity, than need. You cannot tell me that a BF in Michigan or Canada would not welcome use of clothing in the winter.