You wouldn’t really expect either an individual or a society to first learn how to paint stone by doing it deep in caves, now, would you? No doubt for every painting that was ever made in a cave, there were hundreds made on surface rock faces, but exposure to the elements over the millenia has long since obliterated all but a fraction of these. (I started to add “of the most recent”, so it’s a good thing I checked on the estimated dates for some rock art like the Bradshaw rock paintings.)