It causes extreme anxiety for the person to be voided of sound when they are normally used to it. Though what usually happens when a person is placed into a location that absorbs most external sounds is that the person becomes painfully aware of how much noise our bodies make like the sound of breathing or their heart beat.

I imagine a person would panic from the lack of noise, but they could probably use other senses to make their way through a cave system, the only real issue would be judging height if they found a cliff or hole.