The caves probably all connect inside the mountain. Envy's sassy friend mentioned the caves can be deep and complex.

[Someday Lust will bother to learn the actual names of people she's met through Envy. She shoulders her backpack - just in case - and nods in agreement.

And really, the more she thinks about it, the more exciting the prospect is. Likely because it's with Greed. There's something a bit thrilling about the idea of poking about caves with him.]