Caves, dungeons, and crypts are a different instance from the outside world. You can only bring things inside that are in your inventory and also can only bring things out in your inventory. Monsters that follow you to the entrance can't get out when you exit.

Or in when you enter.

I built my mistlands-adjacent house over a burial chamber to use as an escape of last resort. Turns out I didn't need it, since the raids have been underwhelming.