It's a clever reworking of Plato's cave allegory.

The lover is presented as the Ideal of Beauty, which all earthly beauty is but an imperfect reflection of it. The previous mistresses that the speaker had a relationship with were mere fantasy(dream) of the lady that he is now in love with. It's a quite common conceit in Renaissance lyrics. However, the expression 'desired and got' is an original line of John Donne to refresh this overused cliché.

Source:

1. Nassaar S., Plato in John Donne's 'The Good Morrow' (2003)
2. Book: John Donne, The Complete English Poet (1971)
3. https://faculty.washington.edu/smcohen/320/cave.htm

A cave where wild animals live.

Another expression to demean the immature pleasures the speaker and the addressee once enjoyed.

Also, the imagery of cave connects to the Plato's allegory of the cave which is the inspirational basis for line 6 and 7.