
He said himself this chapter, "the other two don't know but I was the one who was shoved into that place". His full backstory isn't out yet but people have theorized that jerk mugo is the main personality and it could be that when he was sealed, he still had only one personality and the other two hadn't manifested yet

Yes, but as Jerk Mugo was possessed by evil spirits (the God of the well calls him an evil spirit, not a god). And these evil spirits should have claustrophobia, because they were locked up for a long time. Jerk Mugo as a human probably wasn't locked up in small spaces for long. I don't know if I explained what I mean well

He said they both don't know which means there are two possibilities:
1. During the time when he was locked up, he never switched personalities. Do you remember what he said? That all the personalities never REMEMBERED the memories when they switched (the exception to this happened only recently when he was with Jaheon). So that means when he was sealed, only jerk mugo developed claustrophobia cause the other two didn't experience it.
2. During the time when he was sealed, he hadn't developed the other two personalities, as in Lord mugo and monster Mugo hadn't existed yet that time.
Mugo is claustrophobic! Maybe whatever possessed him and made him this way was locked up in a small place for a long time. Or maybe it's a remnant of life as a human