Kink and fetishes are largely in the head. The cage is more a symbol and a toy to accentuate her control. What she really wants is me to be lusting for her, it brings her back to when we were dating in high school and I was a horny teenage boy courting her.
I agree to not come until she allows it. I could cheat, but if I did that would just be violating her trust and breaking what we have going on. I love and respect her, so I follow what she asks of me. Afterall, I did ask to bring chastity into our dynamic, so why would I destroy that?
Data may have some handy attachments... Don't knock it till you've tried it.