Successive approximation and systematic desenitiization are timed honored psychological counseling techniques to shape behavior and help people get over their phobias. It works as you described and involves pushing the comfort zone out a little bit more in successive steps, until the person is now actively doing things that they would not have previously done or would have previously feared doing.This is similar to the "Boiling frog theory" that is often taught in ethics classes. The idea is that if you drop a frog in a pot of boiling water it will jump out, but if you put it in cool water and slowly heat the water to boiling, the frog will adjust to the temperature change until it is killed.
A lot of new divers wouldn't enter a cave at a depth of 200 feet using a single tank of air for their first dive after OW, but as TreyR mentioned, they may progressively more risks until they are in a situation that they cannot escape.
Those things work in a clinical setting because they are natural processes that operate in the real world on real people all the time. It's where the deceptively easy part of cave diving gets untrained divers killed - and in some cases it's where it temps trained cave divers past the limits of their training and/or ability and experience level and gets them killed as well.
In that regard, cave diving rewards a high level of training, planning, self awareness, risk assessment, (accurate and honest) self assessment and self discipline. On the other hand cave diving is potentially both swift and ruthless in it's treatment of divers who are weak in any of the previous areas.
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Given that the danger increases exponentially in a cave so that detailed training is necessary to get out alive (per DA Aquamaster above), what is it that is in there that makes going in and taking all the added risk worth the danger? Isn't it just common sense to keep out since even with detailed training, very dangerous situations will happen? Of course it is better to be trained for the dangers than not. But trained people in other pursuits know to avoid dangerous situations unless going in is necessary. Recreational diving is "recreational". Hence I repeat, what is so much better to see in caves that makes the risk worthwhile in a recreational activity?
I think you are mis interpreting the risks.
One of the attractions I have to cave diving is that it is a very controlled environment. Prior to cave diving, I was a wreck diver and that I felt was far riskier. On any given dive, the viz could go bad either underwater or above, the boat could come loose from the wreck, the current could pick up, bull sharks could show up while you are mid water with 45 minutes of deco left with some moronic shark fisherman chumming the water up current of you, the wreck could be unstable and collapse, the seas could go from 3-4 ft to 6-8 ft, etc, etc, etc.
In contrast conditions in caves are generally fairly stable over the course of the dive with the major change potentially being visibility, and that's often either something you can control (silting a small side mount tunnel etc) and/or something that occurs in a localized area. And it's the focal point of nearly all your training as much of cave training is done in total darkness to train you to deal with emergencies and exit safely absent any visual references.
In that regard, I find cave diving to be incredibly relaxing and I find it to be very appealing in terms of the level of control I have compared to any part of the rest of my day or life in general.
It's also very much a "controlled risk" sport, where you as the diver decide what risks to take and what magnitude of risk is acceptable. I open water diving, those risks are often set by powers and forces of nature beyond your control and can change drastically during the dive.