I have a cat door for my cats to get to their litterbox in another room. I know they didn't like the flap, I had to take it off for them to use the cat door. It could be that. Also, how long have you had the cats? It might be that they just haven't done it YET.
If you are really concerned you might want to look into the pet doors that have a radio signal (in the dogs collar) that release the door, otherwise it stays locked. Granted if the dog was right there the cat could get through, but most of the time the door would be locked.