I am not sure how recently this behavior was added. The ~/.cache directory is where wine places gecko and mono .msi files when they are downloaded. It appears to check there for those files when creating a new $prefix or update an old $prefix (WINEPREFIX=/path/ winecfg). If gecko and mono .msi files are not in ~/.cache directory, then wine will offer to download them.
Files downloaded via winetricks are put in the ~/.cache directory also. This behavior has been going on for how long, I do not know.
Possibly this behavior could be stated on the gecko wiki page in addition to the documentation that states it should be placed in /share/wine/gecko/.
Having the .msi files in the ~/.cache directory would be less hard drive space used instead of placing those files in every $prefix/share/wine/gecko/ directory that one creates.