The chastity cage is my favorite part of this game as well and the main reason I became a patreon especially since I lock myself with a cage in real life. This game can get me real excited in those parts. To answer your question, there is some artwork added where if you are wearing the chastity cage it shows up instead of a free cock. Not many, but they exist. A lot of the dialogues, comments, story line however do make a mention of it with NPCs noting and commenting about it. I wont spoil it for you.