And if you don't have caves you can just pile dirt on top of your habitats. Dirt is one potential export from a lunar settlement. Everywhere outside the Van Allen Belt needs radiation shielding and dirt doesn't mind being violently accelerated in a mass driver.
Dirt is abundant near every solid surface. Not sure it's a valuable commodity but regolith glass would be more interesting. I'm curious about the metallurgical processes we can do easily on the moon.
