Why do you think primitive people used the walls of caves for their paintings

Because they had nowhere else to draw. If primitive people did paint or draw extensively on other surfaces, then it is only the work done on cave walls that remains. An immeasurable amount of ancient and prehistoric culture has simply crumbled into dust.

In another aspect, caves were very often used for religious or communal purposes. The paintings were decorations for their enjoyment or for mystical and religious use. Although it is popular to think that most or all primitive people lived in caves, very few of them actually did.