Yes, that was an epic moment and I wish there were a lot more of them!
i wouldnt mind more caverns but to be honest im on my third playthrough and i still havent looked at most of the map. currently im just doing the three branches of the mainquest and that doesnt show you even half the map. i have to stop myself from exploring the various buildings that i can see in the distance..........its kind of hard sometimes cause i can only imagine the unique weapons that im probably passing up.
Honestly, you're not passing up much if anything as the few that are even open don't have anything in them. Most are not even accessable which is the whole point of this thread. BTW, I agree with the OP that there are not nearly enough areas to explore solely for the sake of exploring.