You are correct; the cage provides support for the filter media against crushing/collapsing inwards. Spin-on filters have them, too. When you look down the center hole of a spin-on filter, there's a cage/screen in there to support the media. It's just made of metal in a spin-on.
I wonder whether these Motorcrafts are identical in all respects to what one purchases @ a Ford dealership, or whether it's just a name the way the "Mopar" filters at the evil empire are? Anyway, I'd try one of these Motorcraft filters.
When you change the oil next time, look at the filter and see whether it appears to have slightly twisted/crushed, will you? I've found that NAPA/Wix and Purolators both do that. The OEM Mazda filters don't. I've never been able to see obviously compromised media on account of the crush/twist, but it's slightly bothersome.