This is what makes the writing of the OT tens time better then the PT, cause the little things in the OT, Lucas got right. Luke has a blaster in ESB, even after his training with Yoda, cause he still doesn't trust the force, and that goes back to his failure at the cave, where he brings his weapons into the cave.
By ROTJ, when he has matured in those 6 months before going to find Han Solo on Tatooine, he now only carries a lightsaber, and uses that all the time, as a blaster is just another uncivilized weapon.
However was he not quite succesful in that other cave, where The Force, a lightsaber and a very hungry... ice... thing... met? Had he been there without weapons and the trilogy would Luke like a farce.
Yes, but remember what Yoda said to Luke before entering the cave on Dagobah, "Only what you take with you." The cave on Hoth was just Luke getting captured, and that is different then knowlingly walking into a cave where a wise Jedi Master tells you that you don't need to take any weapons in.
What I was trying to say was that Luke has already seen the power of the Force combined with the omnipenetrating power of his lightsaber.
When Yoda tells him to go to the cave, Luke goes there as he has gone dark places before. Weapons at his side... When Yoda offers his advice, I bet Luke feels quite confident in his arsenal of primitive Force tricks (that he quite frankly doesn't control) and his evercutting glowstick. So leaving them out might seem foolish from his point of view.
But then again. I think Yoda made his point way better the way things unfolded.