No mespirit on Pokemon Diamond?

I have the marking map, and already caught Azelf and Uxie. I went to Mespirit's cavern, and it wasn't there. I hadn't interacted with it yet, and it's not on my marking map, so it couldn't have run away. Is it out there in even though I haven't seen it in the cave? Is it automatically outside? Can someone give me some details, because I'm confused, since it's no where to be found.