When you say cage, do you mean the part that fits inside of the filter? That part should stay with the cap. I completely unscrew the cap from the housing, just leaving it sitting in top of the housing threads and the housing and filter have always been fully drained when I get back to it after draining the sump; there's no oil left in the housing. I've understood when the cap is loosened and the filter comes out of the housing that little bit, that it opens the drain in the housing. Then, I can pull the filter off the cap and the (what I think you are calling cage) cage and cap come off the filter together. If you're housing and filter are filled with oil after loosening or removing the cap, that isn't right. If the cage is coming off of the cap, that isn't right either. Sorry if I'm just confirming your problems, but when you mentioned the housing draining issue, it caught my eye.

I used to use MANN all the time, used a couple Hengst years ago, but the last few OEM were Mahle, but now I just buy OE from the dealer. They're like (or were because I haven't purchased in some time) $12-something with my discount. No hassle, no shipping, and even if it was really expensive, I'm not changing the oil twice a year any more.

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8/2011 X5 xDrive35d Sport, Black Sapphire Metallic, Black Nevada Leather, Fine Burr Walnut Trim
2/2001 M5, Jet Black, Exclusive Complete Black Walk Nappa Point Heritage Leather, Black Cubic Trim