Natural Tunnel and Natural Bridge show what happens when just a portion of the roof collapses. Natural Chimneys was formed by erosion of the limestone bedrock, and today there are no large caves remaining in that hillside. Limestone caves are located near the surface, in the top 1,000 feet. The acidic water is concentrated there. By the time the surface water reaches a deeper depth, it has been neutralized and is no longer able to dissolve calcium carbonate.
Caves are sensitive environments and surprisingly dangerous.
When I was a cave guide at a national park in southeastern Missouri, the majority of our visitors were city folk from St. Louis and Kansas City. Few had ever been underground except in a basement, and we led tours intended to sensitize them to the unique values of the cave environment. There is no natural light inside a cave, away from the entrance. Many commercial cave tours turn off the lights for at least a brief moment while deep in the cave. Cavers are still finding new caves, usually by looking for a patch of rocks where there's a slight wind merging from the ground.