Caves and the artifact, people, creatures does not just appear in the cave. There must be a reason for why they chose to live in that cave. As for links... There are plenty of caves and etc that is not covered by a book in-game. Everything has a story. And a story is something that is not created now. But if they haven't written this, they should write it. IMO of course.
I think we have a problem here...
You started this thread with an observation that lore can be found in the Internet, but not in the game. This is a valid complaint. I see how some people may find it annoying to have to check the wikis every time they have a question about history and whatnot.
Then you went on to say that a random cave with a group of random bandits inside doesn't have a story and a book with that story at the end of the cave. And that this should be fixed.
The problem is, most of locations DON'T HAVE ANY STORY. They're just places - a tower abandoned long ago, nobody even remembers who used to live there. A cave that housed only skeevers and bears before it was overridden by the Falmer. A city built in stone left empty and silent when all of its inhabitants suddenly vanished thousands of years ago.
No, maybe I was wrong. These places have stories. Quiet, long-forgotten stories that nobody thought were epic enough to be written down. Mundane stories of life and death, with no memory left behind.
The books you want will never be written, can never be written. They're not what the game is about. If you want to read them, you need to write them yourself and mod them in. Because why not? It's a fictional world and we can create our own myths. They might not be official, but they will be your stories, and who's to decide that they're not true? There are no sources to say otherwise...