you are missing a major point, they would be attracted back to the crust, seeing as compared to them the crust, (i assume) would have a huge mass. so if they dug through they would find they were going down until halfway through the crust/shell/layer and then they would feel like they were digging up.
i.e. they dug through the center of mass. The center of mass is dictated by two things, amount of mass and distance from it. So in fact when inside the cave tyou are being pulled by all sides of the cave, but since you are much much much closer to the part you are stood on the ceter of mass will be below you
The problem with the water though is that it wont fall like that... its probably magic water. Or the cave is a lot smaller, maybe talad will change his mind. Or maybe the world isnt spherical, or maybe there is a black crystal...