The L& D Cave is the only route connecting Auria and Bleak. The Bleak entrance is located west of the L & D Tower. The Auria side is located east of Auria and is guarded. The Auria side is most likely guarded to keep thieves from Bleak out of Auria.
Having decided to enlist help from a thief to open the safe, Ryu's party travels through the L & D Cave to reach Bleak. Ryu's party is warned by the guards to be careful in Bleak as it is a village of thieves.