I am guessing that the cave pieces used do not have the forcesimpleobstacle=3 statement in the FPE files.
Close GG and your map and open the FPE files in notepad.exe and add the statement and then save the files.
Restart GG and reload the map and test again. You should see much better behavior.
Intel(R) Core(TM)2 Quad CPU Q6600 @ 2.40GHz, 2400 Mhz, 4 Core(s), 4 Logical Processor(s), 8gb RAM, Nvidia gtx660, Windows 7 Pro 64bit, Screen resolution 1680 x 1050.