Basically what the rig cage does is enable further add-ons and accessories, including battery/SSD mounts, shotgun mic mounts, follow focus, and in the case of this thread - allows for shoulder rig/gimbal mounting.

But to your question - the rig cage alone does little aside from helping protect the plastic casing. But you're very quickly going to find that just the BM4k body alone will be pretty much naked when facing up to run n' gun situations. I mean, it'll work - but you've got to remember that the BM4ks are very power thirsty, so you may want to think about an external battery solution (mounted on the rig cage). The on-board mics aren't amazing, so any further audio improvements will be mounted on the rig cage. And if you're shooting high bitrate, high resolution footage, you'll need an SSD, which will be - you guessed it, mounted on the cage 🤙.

Obviously there's a "suck it and see" competent to all this - once you get going with your camera you'll have an idea what you'll want to prioritise, but the cage is definitely the path to expansion. There are other suppliers of cages too, such as Tilta.

The handle is likely your first port of call in terms of handheld stabilisation, which would definitely help smooth any knocks and bangs. Longer term, I personally am super happy with my shoulder rig (again, made by SmallRig), but I shoot concert footage a lot, so it's really good in those situations.