What things sir?
I think Cain took his cage down because it reminded him of the horror =/.
Also this was on the B.Net forums to show they all aren't complete retards. One made a theory of a quest that brings you to the past specifically the downfall of Tristram where you need to kill Diablo and prevent all of the future events from happening. This seemed to be a little farfetched but at the same time, intelligent. It does explain why not everything is on fire and why Cain's cage isn't there.