This isn't ancient or even medieval history, but what the hell. "[The Hellfire Caves, aka the West Wycombe Caves] were excavated between 1748 and 1752 for Francis Dashwood, 11th Baron le Despencer (2nd Baronet), founder of the Dilettanti Society and co-founder of the infamous Hellfire Club, whose meetings were held in the caves." Source: Heritage Daily.
"[The caves were] decorated with mythological themes, phallic symbols and other items of a sexual nature. The unusual design of the caves was much inspired by Sir Francis Dashwood’s visits to Italy, Greece, Turkey, Syria and other areas of the Ottoman Empire during his Grand Tour."
One of the more interesting things about these caves, the Hellfire Club(s) and other secretive elite orders of the day is their rumored connection with an even more mysterious group known as The Order of the Second Circle. I haven't been able to find anything about the Order at all, but I suspect that its name derives from the Second Circle of Hell as described by Dante in The Inferno:
"In the Second Circle of Hell, Dante and his companion Virgil find people who were overcome by lust. They are punished by being blown violently back and forth by strong winds, preventing them to find peace and rest. Strong winds symbolize the restlessness of a person who is led by desire for fleshly pleasures. Again, Dante sees many notable people from history and mythology including Cleopatra, Tristan, Helen of Troy and others who were adulterous during their lifetime." Source: History Lists.
The members of these orders were all high-society types and included important political leaders. There were several different Hellfire clubs and the most notorious was apparently the one founded by Baron Dashwood who built the West Wycombe Caves. The motto of his club was Do What Thou Wilt, a law which was later adopted by the notorious satanist Aleister Crowley.
The caves were constructed in the 18th century. England during that period "was characterized by numerous major wars, especially with France, with the growth and collapse of the First British Empire, with the origins of the Second British Empire, and with steady economic and social growth at home," according to Wikipedia. This was also (roughly) the period of the Catholic Emancipation, but it sounds like at least one segment of English high society wasn't all that interested in Christianity.
England was still a very religious place. If this is what the elites were getting up to back then, when Christianity was taken seriously, what do you think they might be doing today?