This type of control is often very powerful. For some, it really triggers feelings of submission, ownership, even reverence and awe (for their Domme). Inversely, some find it humiliating. Some report it helps them think more clearly.

Since you say your cage has a urethral plug I have to say: make sure you're cleaning your cage regularly! Not only because your genitals are a warm, moist environment and promote microbial growth but because any object in your urethra makes it easier for them to get to your bladder and cause an infection. If untreated this can develop into a kidney infection.

So be sure to keep it clean, preferably sterilized.