Due to the presence of a large number of dents which are believed by many to be vent holes for underground breathing, it is believed that a civilisation lay there many years back, hidden from the common eye. On asking the security personnel however, he said all the caves are on the surface.
Eeriness inside the caves.
This is the last myth that is questionable and up to your own justification. You can feel a bit uncomfortable inside the caves, especially if they are empty. (It is mostly a trick played by the mind). It might be a truck of mind but I noticed a flick of shadow pass through this statue as I was staring at it alone for a while.