The members of the so-called True Russian Orthodox Church barricaded themselves in the cave near the village of Nikolskoye in November to await the apocalypse, which they originally calculated would come in May 2008.
Heaven or hell
Kuznetsov, who goes by the title of Father Pyotr, reportedly told followers that, in the afterlife, they would be judging whether others deserved heaven or hell.
The group told authorities that they would detonate gas canisters if police tried to remove them by force.
Part of the cave collapse on Friday after it started to fill with melted ice and authorities fear it could become more dangerous.
In good health
Melnichenko said that the women who left the cave were in good health and "walked on their own for some 1.5 kilometres to a nearby prayer house".
Officials said they had plentiful reserves of food and water and were able to cook inside the cave.
Priests from the Orthodox Church have repeatedly attempted to persuade the group to leave, communicating mainly through a small chimney pipe that poked up through the snowy hillside.
Earlier this week, Melnichenko said that some of the cultists had indicated they might leave the cave on Orthodox Easter, which is April 27.