Syedana Ali 
was not in Cave of Hira with him… Cave of Hira was the place where Prophet:saw2: used to go alone and where the first revelation was sent down.
Cave of Thaur was the cave during migration to Madinah where Sydena Abu Bak’r was with him…
As for your argument about being close to prophet:saw2:, a vast majority of ahaadeeth in sunni books came from the closest most person of Prophet:saw2:, that is from his beloved wife Syeda umm-ul-Momineen Aisha Siddiqa 