When Alfred eventually does make it to the surface, he "realised with a sinking sensation, from his skull to his spine, that he had make a horrible mistake coming here." This is because of his choice between the cuboid, cramped underground flats that he had long-grown to resent, and the vast, spacious surface apartment he coveted. While, on paper, the surface flat is utopic due to the "isolation and amplitude" that Alfred desired, it is for that same reason that he grew to regret his choice.
The luxury of the surface was unprecendented for the tunnelite, yet he found out that the solitude he had initially wanted proved to be a curse in its own right in an ironic twist of fate. The reader soon realises with a mocking metaphor of "water finally [having] worked up the courage to embrace the sky" (alluding to Alfred and Mary's relationship), that while the decision for Alfred to move to the surface was no mistake, not bringing Mary and Rachel with him was.
After all, had Alfred overcome his cowardice and married Mary, he would have been able to bring Mary to the surface with him while abiding by the rules of the flat where "only family members are allowed to accompany the resident", and by his own admission, his desire to bring Mary was a "matter of could not, not wished not.", in addition to Mary wanting to go herself, asking "Can I come with you?" only for Alfred to deny her.
As such, the ending of Cave Man clearly and vividly portrays that despite the caves being dystopic in terms of purely physical conditions, it was still a utopia for Alfred compared to the surface simply because of the fact that he could find solace in his relationships with others.