youdontknowme Makes sense. The other patrons would probably be as uncomfortable as you, considering that a cage will probably draw eyes to that area that a bare body would not, and most people do not want their eyes drawn to an accessorized penis.
For me personally, I would imagine it to be very unpleasant to go to such a place with pierced genitals or something which is more normal than a chastity device... Wouldn't want to imagine how people would stare.