Nothing known at Swanage (me and others have looked). The rock seems less stable so unable to form rifts in the same way. Regarding waterworn passage, there's loads of spring and plenty of limestone so you'd think there might be something to find. I have heard others more knowledgeable that me say that Purbeck has never had a overlying cap stone to generate the streams which would then sink at the limestone boundary and that's the reason there's no caves, but beyond repeating what I've been told I cannot substantiate this.
If you've not caved on Portland, then I can certainly recommend it if you're up for 'something a little different'.