All the caves have actual wooden doors for entrances. All of them. Even the wild, uninhabited (by NPCs. only animals) caves have wooden doors for entrances.

Who came out here and built wooden doors for these uncharted wilderness caves?

I'm guessing it was some kind of technical limitation or something because it certainly feels wierd opening a wooden door to enter a natural cave. Don't you agree? I wonder what the developers were thinking when they designed these caves. I guess all cells had to be seperated by an actual door or something.

That's a good question. Why was it like that?

I guess that's why the devs did it, to keep the cells separated via doors.

In-universe? Bandits? Prehistoric settlers?

Cyrodiil's cave entrances are decidedly odd. Many of them are bored into large boulders, which makes no sense whatsoever. (A variant of this is true for Daggerfall too. Can't recall what Morrowind's cave entrances look like.) I assume it wasn't economically feasible to alter the landscape for more natural looking entrances.

-Decrepit-

Indeed it is the nature of the game engine software. Doors like this are portals. The interior exists in it's own space. it is very effective in allowing much detail without carrying the baggage of stuff that can't be seen. In the vanilla game, interior windows of buildings do not provide a view of the outside. There is a mod that adds exterior view for windows for the buildings of several cities. They are basically a box attached to the outside of the window when you are inside.