The idea of dragons and other mythical animals living in caves is rather old. Maybe the connection is only the fear of the people: the fear of strange animals and dark unknown places.
But first scientific research produced also some strange results: the bones found in the caves had no connection with any known animal. Even the famous mayor of Magdeburg, Otto von Guerike, thought the bones were from an unicon. He reconstructed the skeleton in a rather weird drawing.
The genius who discovered electricity, the vacuum (Magdeburg two hemispheres experiment), invented the barometer and the air pump, still failed with simple mammoth bones.
But it was a typical error of that times. Today we cannot believe that Asians beleive in the magic (?) powers of the horn of the unicorn and hunt the last rhinos to get them. They pay so enormous amounts of money, that poachers do anything to get them.
Our European anchestors were rather similar to todays Asians. The bones of bone caves, especially cave bear bones, were interpreted as the bones of magical animals, mostly unicorns. The pharmacists of that time used them to make medicine. It is reported that the unicorn bones of the Einhornhöhle in Germany were mined to supply several pharmacies of the area.