I had all of my vanguard and crucible marks for the week, and the weekend merchant had nothing I could use at the time. At that point the best way to get gear is to go straight for the farming. I wish diving into high-end strikes would have a higher chance of dropping better gear, because I think those are more fun, but my best chance at getting to raid with them was in that mystical cave.
And yeah, the raid does unlock at 25, you're right. But you really need to be level 26 or above to make progress in it (As indicated by the level marker on the tooltip), gear and level makes a significant difference in performance if you're under the recommended value. I tried the weekly strike at 21 and had the floor wiped with my face, but at 22 we cleared it out as easy as pie.