I mean.... couldn't you just dig tunnels once you're there?
Yes, but that takes time and, most importantly, lots of energy - something that is on a premium when you're just starting out trying to build a colony.
Having that shelter there means there's no time pressure to get something up and running
immediately. Instead, they can just shove equipment into these tunnels and take advantage of the space that's already present. Considering the sheer size of the cavities involved, this is a pretty major boon.