The Cave also had means to kill those Plasma Bugs, but using such things to kill the Plasma Bugs would be akin to cracking a nut with a sledgehammer.
Take the simplest example, the car that Gavin and his group left behind when they departed. Gritting one's teeth and hardening one's heart, it could actually be repurposed as a throwing weapon. Dropped from the sky, it would likely inflict substantial damage if it hit a Plasma Bug resting on the ground.
However, after smashing not even a handful of Plasma Bugs, the car would probably fall to pieces, so it's not that Dong Tianyu lacked things that could be used as weapons. It's just that it felt too extravagant to use those things as weapons, and Dong Tianyu was somewhat reluctant to do so.