So you honestly believe that the environment you are in has an influence on someone panicking, and that one is soothed by the idea of being in a cave when running out of air and hence won't panic? May I suggest there's something very wrong with the guys you're training if that's the case?
I don't know about influence, but I suspect there is some correlation between being in a cave, and a bigger fraction of the surrounding divers having technical training, being less prone to panic, etc.