I'm not familiar with Athena headsets, but going from caged to loose was the common fix for the Record, Nuovo Record headsets. I can't argue whether loose ends up with the same number of balls without conducting an experiment, but loose the balls end up side by side and caged they're spaced apart, so I can imagine another ball would fit.

Besides, the straight ahead indexing, while annoying, is not really noticable while riding, and doesn't cause any safety issues I'm aware of.

I prefer to make use of what I have over buying more crap, but replacement does seem to be the LBS solution.