Why does a medullary cavity not form during intramembranous ossification?

Your first statement is absolutely correct...

Osteoblasts, differentiated from the osteoprogenitor cells that entered the cavity via the periosteal bud, use the calcified matrix to secrete osteoid, which forms the bone trabecula. Osteoclasts, formed from macrophages, break down spongy bone to form the medullary (bone marrow) cavity. This makes sense because the medullary cavity has walls composed of spongy bone and is lined with a thin, vascular membrane (endosteum).

The difference between endochondral ossification and intramembranous ossification is that the bones formed by Intramembranous ossification don't form a cavity. Bones derived from endochondral ossification do. In endochondral ossification, you have cartilage replaced by bone. This process is involved in growth in length of long bones (which have cavities). Intramembranous ossification forms FLAT BONES and does not require cartilige to produce the bones it does, such as the skull, sternum, mandible, and clavicle.

Hope this clears things up

OH, right! That does make absolute sense.
I didn't quite realize that intramembranous ossification in the embryo was directed towards flat bones.
I read that endochondral ossification lead to the formation of long bones, I just didn't connect the dots .
Thank you very much

np good luck