I think Sam is physically somewhere in 'a' cage in Hell but I don't think he's in The Cage - because it was a different cage from the one we've been seeing in Sam's visions (and he'd recognise it, wouldn't he?), plus if it was that easy to get Sam into the real cage, surely it couldn't be that hard for Lucifer to get out. Also, if Sam is possessed by Lucifer, he then doesn't have to escape from The Cage because Sam isn't in it. If you see what I mean.