Actually, some diseases in cavies are zoonotic. Ringworm, mange, salmonellosis and yersiniosis (pseudotuberculosis), which is extremely rare, to name but a few, are transmissible to humans. Then, of course, there are allergic responses.
On the other hand, I believe the above diseases can also be transmitted from human to cavy, and cavies are highly susceptible to bacterial respiratory infections that may be transmitted from humans.
However, zoonotic diseases rarely occur between humans and cavies.