Genesis 19:17-19, 30

After they brought them out of the city, one of the men said, “Run for your lives! Don’t look back or stop anywhere in the valley. Run to the mountains, or you will be destroyed.” But Lot said to one of them, “Sir, please don’t force me to go so far! You have been merciful and kind to me and have saved my life. But I can’t run to the mountains. The disaster will catch me, and I will die.

Lot was afraid to continue living in Zoar, so he and his two daughters went to live in the mountains in a cave.