the bearings should definitely not be coming loose like that. The cage only really serves to keep them spaced out. You can use loose balls by putting a load of grease into the cup and using that grease to hold the balls in place while you assemble the whole BB. Once assembled there shouldn't be enough space between the edge of the cone and the cup for the bearings to go walkies. You will need more than are in the cage due to them no longer being spaced out.
the bearings should definitely not be coming loose like that. The cage only really serves to keep them spaced out. You can use loose balls by putting a load of grease into the cup and using that grease to hold the balls in place while you assemble the whole BB. Once assembled there shouldn't be enough space between the edge of the cone and the cup for the bearings to go walkies. You will need more than are in the cage due to them no longer being spaced out.