Well, not actually in a cave. This is just one of those sayings around marriage. The idea is that men will frequently withdraw from others, usually to think about something that is bothering them. If they have a problem, they will withdraw.
An old story of advice to women was that when a man is in his cave, the wise wife will leave him alone, lest she be eaten by the dragon that guards the cave. Too many women have found that, in fact, there does tend to be a dragon when you invade the cave.
Do I sometimes go to my cave? Yes, I certainly do. Sometimes I am just tired and want to rest quietly, Sometimes I am frustrated and want to rest quietly. Sometimes I hav a major issue to resolve and need to rest quietly while I think about it.
Notice the theme: rest quietly. When we say men "go to their caves," what we mean is that they want space, they want to be alone.
Let them go.
If you are an excellent wife, or ever hope to be an excellent wife, let them go. Leave them alone for a little while. There are no emergencies and he needs some quiet.
Men who are troubled are not usually outgoing, they withdraw. They want to think. Let them think.
Because, after all, the man cannot stay in his cave. Eventually, he has to come out, if only for food. Let him rest and think and welcome him back and things will go more smoothly with you.
The dragon, after all, is very real.