I think Fallout: New Vegas did well. There was a small opening to slip through, and it was just darkness beyond that, and you had to click it to crawl through.
I agree, if the game can't have seamless cell transitions, then this is how caves should be handled, because every cave having a door, even if none of its inhabitants could conceivably make a door. New Vegas' approach felt far more natural. I wouldn't even mind if some ruins were entered through something like this, for that matter, like that Dwemer ruin in Tribunal which you entered through the hole where the fabricants broke out through, for that matter. And why aren't there any ruins where the main entrance has caved in, and you need to go in through a place where the wall or cieling collapsed, for that matter? Not only can we have more logical cave entrances, we can also have more creativity in other types of dungeons as well.
I suppose you could maybe justify the cave doors for caves inhabited by bandits, but even then, it's kind of odd when you think about it. I mean, giving your cave a door just seems like hanging a sign out front of it saying "There are people in here, come loot the place." Besides, even though for gameplay purposes, bandits don't migrate to other dungeons, I'd imagine that, in reality, caves or ruins aren't really permanent hideouts for them. They'd settle down in a likely looking place, but if it became no longer profitable or safe to use that place as a hideout, they'd want to be able to quickly move to another place, thus installing a door on the cave seems counter productive.