I'm a "cave" person myself, despite being female. It seems advantageous to me, because if you need to talk about your problems to feel better, won't it really suck if you can't find anyone to talk with? (Even if there are people who will listen to you vent without feeling upset themselves, judging you, or giving you dumb advice, confidentiality is sometimes a concern.) I think a small amount of cave-dwelling probably helps as much as the same amount of time spent conversing. Technically, neither option solves most problems; they just make you feel better.

Granted, I may be an extreme case since I have some trouble talking (neurological issues or something). Having to talk about my problems would actually be another problem on my list of problems! Some regional cultural differences might be at play too; I don't normally see people talking to others in the supermarket line unless they're sharing a cart, i.e. shopping together.

Pros and cons aside, it's good that you guys have an understanding of each other's preferences.

Doesn't the Mars-Venus philosophy say that women have a "well" they often go into when upset? It seemed pretty similar to the cave idea except you don't have control over whether you can get out.