Exploiting polaritons in natural vdW materials has been successful in achieving extreme light confinement and low-loss optical devices and enabling simplified device integration. Recently, α-MoO3 has been reported as a semiconducting biaxial vdW material capable of sustaining naturally orthogonal in-plane phonon polariton modes in IR. In this study, we investigate the polarization-dependent optical characteristics of cavities formed using α-MoO3 to extend the degrees of freedom in the design of IR photonic components exploiting the in-plane anisotropy of this material. Polarization-dependent absorption over 80% in a multilayer Fabry-Perot structure with α-MoO3 is reported without the need for nanoscale fabrication on the α-MoO3. We observe coupling between the α-MoO3 optical phonons and the Fabry-Perot cavity resonances. Using cross-polarized reflectance spectroscopy we show that the strong birefringence results in 15% of the total power converted into the orthogonal polarization with respect to incident wave. These findings can open new avenues in the quest for polarization filters and low-loss, integrated planar IR photonics and in dictating polarization control.