The Natural Explorer does not include all possible terrains, so we are sometimes forced to expand the definition of some of them. In many games I've been in, people have treated caverns as part of the mountain terrain which works fine enough when caves aren't overly prominent in the campaign.
Add to the list.
A couple years ago I designed a campaign entirely set around an elaborate cavern system. One of my player's wanted to play a ranger with a relevant Natural Explorer choice so I added karst to the list (which is the biome that involves caverns and caves). Natural Explorer is a fairly minor benefit for most campaigns in the grand scheme of things, so there is no harm in allowing the ranger a more relevant choice if possible.
Don't add to the list unless those terrains are going to feature prominently in the campaign or you are simply saturating the list needlessly. Natural Explorer is already a very situational feature and other selections dilutes its usefulness further. Be transparent with your players about why you are adding a terrain type to the list so they can be prepared to make the choice most befitting the campaign.
Other terrains not really represented
Some other terrains I've added to the list in the past are listed below for campaigns that featured the regions more than typical.
- Coast does well for many campaigns which rarely end up beneath the waves for long, but in a heavily ocean based one, an aquatic option is more relevant.
- Tropical Forest/Jungle
- Most people just expand forest to include these groups, but when I ran Tomb of Annihilation, my group found it more fun to add Jungle to the list.
- In an urban, more modern, campaign, a Ranger might specialize in cities. When I was playtesting Modern Magic Unearthed Arcana I added City but none of my players chose to be a ranger.
- I added Space to the list during a sci-fi game I ran to make rangers have any sort of option since planet-landing was less important in the game then space battles and the like.