Well, there are a couple of issues.
1) You should be using the "raw" version, so put this in your "StoryInit" passage:
<<cacheaudio "myth" "https://www.dropbox.com/s/aaf7yi7nd5rnh0n/Night%20Cave.mp3?raw=1">>>
Having it in "StoryInit" allows it to start caching the audio right away.
2) Some browsers, such as Chrome and Opera, require that you interact with the page before audio can play, for security reasons (basically so ads can't blast you with audio). The simplest way is to have the audio start on the second passage you display, since the user will have to interact with the page to bring that up. As a test to see if this is the case, we can use a button in your first passage:
<<button "Play">><<audio "myth" play>><</button>>
If that works, then you know it was the browser's security requiring you to interact with the page first.
3) You have to give it time to cache the audio before it will be able to play it. How long that takes depends on how good your connection is and how fast the Dropbox servers are. Generally, this means that if you're caching a whole bunch of different audio tracks that it may take a bit longer as well. So, be a bit patient and don't expect it to always be able to play immediately.
If you're interested, I have some other sample code showing how to work with audio in Twine/SugarCube. That includes a widget which caches audio as-needed.
Hope that helps! :-)