I agree that it doesn't jive with how we typically think of loose balls versus cages. My LBS owner even commented on it the other day. He's overhauled many, many vintage headsets and said that for some reason some headsets that came with caged bearings will bind when turned far to the left or right when the cages are replaced with loose bearing balls. He installs loose bearings in headsets as you mentioned (fill it with bearings and remove two). If after several minutes of fiddling and adjusting, it isn't right he just reuses the cages or replaces them with new ones.