The chastity cage change is a bug; it (correctly) fails to de-equip the chastity cage you're wearing, but then doesn't put the new chastity cage in your inventory (because it assumes it will be auto-equipped). I'll fix this now.
It's a known issue that CGs viewed during combat don't unlock knowledge of those CGs (because of how they're served up in combat). Hopefully we'll be able to resolve it soon.
The constant saving is due to the game's roots as a rogue-like, preserved in the current iteration of the game in the form of ironman mode. It has nothing to do with resuming the save as close to failure as possible. I could add an option for disabling auto-save on non-ironman saves, though. There already is functionality implemented that queues up save file mutations until they're flushed to a file, so that shouldn't be too hard to implement.