Speaking to Russia's RIA-Novostian news agency, an unidentified spokesman for the local prosecutor said: "A part of the cave collapsed and emergency situations ministry officials tried to strengthen the supports of the cave. During the strengthening work the bodies of two women were found.''
A police officer did not say why the group had left, but Russian news agencies cited authorities as saying they left after being warned they could be poisoned by fumes from the corpses.
The officer said the bodies would be examined at a local mortuary.
Provotorov said: "We could smell the stench through ventilation holes. As we pulled out the dead bodies, we suggested the others leave. They agreed."
Pavel Kuznetsov, their leader, predicted the apocalypse for April or May this year, but would not join them underground, saying God had different tasks for him.
He reportedly told followers that in the afterlife, they would be judging whether others deserved heaven or hell.
Followers were not allowed to watch television, listen to the radio or handle money, Russian media reported.
The elaborate structure included sleeping rooms, a makeshift kitchen and religious altars.
In March, 24 members left the cave after rainwater began to erode the earth in and around the gully where the sect followers had settled, forcing most of them to leave the hideout.
On hearing of their departure, Kuznetsov attempted suicide and was later hospitalised.
Russian authorities had kept watch over the dugout since November, turning the nearby village of Nikolskoe into an operations centre.
Kuznetsov has been charged with setting up a religious organisation associated with violence.