You can dig through rock. The various classes also have different special skills e.g. platform guns. There's also, often an easier way around. Unfortunately, Molly doesn't care for the easiest route, she takes the shortest.
Have good situational awareness. Molly only does this at the very end of the mission. If you were paying attention earlier, then you know which way to go. Navigating and quickly memorising cave layouts is one of the game's core skills, just as important as your aim or your weapon build.
The scout here is only following Molly because the cave was too complex for him to memorise. That's a skill issue.