Yes, some primitive people, both Neanderthal and Homo sapiens, do seem to have stayed in caves from time to time.
Unfortunately Doggerland, which is the land of SONG HUNTER:
(this map is of the area much later than 40,000 years ago when the book is set, but you get the idea)was home to cave bears as well as Neanderthals, and cave bears lived in...
...but the name gives the answer away, doesn't it.
Cave bears were about as large as the largest bears alive nowadays, and on the whole primitive people seem not to have argued too loudly about squatting rights when they found a bear in residence in a cave.
Well, who would want to live in a cave, anyway? Caves are damp and cold and dark.
They’re pretty rare, too. I mean, where’s your nearest cave? Is it within commuting distance of school, or the office?
All right. So where would you live, then?
And how would you keep warm?