One very important distinction in max is that, when using cage(as apposed to the offset tick) the cage normals are averaged, even if you have hard edges. This is a pretty wonderful thing, because it means you can render seamless results even with plenty of hard edges(smoothing groups) on your lowpoly.
It also means that the ray direction will be wonky around large angle changes, so you may need to add in more geometry, manually tweak your cage, or do 2 bakes(cage and offset) and composite them together to get the best of both worlds.
Me personally i prefer to just add some more supporting geometry, imo in most cases this is the best solution because you dont ever need to bother with manually adjusting cages. Manually adjusting cages can be a real nightmare if;
A. you change your mesh at all
B. you have to transfer your work to a different app to bake
Also its worth noting that many problems will "skewed" or poorly aligned details can be fixed by making the LP line up better with the high, in the case of round things this means adding more sides etc.