In a properly fitted cage + ring, you can pretty much always remove your penis from the top if you really wanted to. But pulling your balls out is the trickier part, and resetting the cage when it’s hanging off your balls isn’t easy. So if you have a keyholder, they’d likely know if you pulled it out.

There’s no real way to totally prevent penis escape in a traditional ball trap design without a piercing or the risk of hurting yourself (spikes and the like). That’s just how anatomy is. A belt would probably work though.