There's no harm in removing the cages, which serve mainly as an assembly convenience. Once the bearing is assembled correctly they do neither harm nor good. With some cage designs you and add extra balls, and with others you must add extra balls, so be ready to figure the right amount if you dump the cages.
The easiest way to check for the right number is to assemble a bearing (spindle and cup) in your hand and count how many balls fills it without overfilling it. Usually there'll be a gap of 1/2 ball width or so.
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