JohnDThompson 

The headset would need to be seriously mis-adjusted to allow enough space for the balls to fall out. Even the most cursory pre-ride equipment check would catch this.

HillRider

Campy also uses plastic retainers in their hubs.

Harold74

So, at long last I've enough credibility to post a pic of the situation. The bearings on the right are the vinegar'd from the headset; the bearings on the left are the bottom bracket, non-vinegar'd. I don't expect the pic to change anything. That said, I do consider it good form to always post a pic for this kind of thread. As I said, the tarnished / etched balls still roll very smoothly in my fingers.

Harold74

I'm sure that you guys are probably right. That said:

1) "Properly assembled" may not be a given here given that it's me doing it and;

2) Let's be honest with ourselves in that most, casual riders are probably doing no inspection at all. I do tire pressure and brakes before my wife and I go out and, were it not for me doing that, I'm fairly certain that nothing at all would get done.

I did my first headset a couple of months ago and it went like this:

1) Put it together and find that it barely moves.

2) Adjust it until it moves and everything is snug.

3) Ride around for a few weeks until I notice slop in the braking.

4) Realize that the slop in the braking is a result of the headset coming loose.

5) Tightening things up again.

So my excess concern here comes from imagining my wife taking a hard corner on a loose headset and kind of prying the joint open. Who knows, maybe balls falling out isn't even possible in that extreme circumstance. It sure would have the makings of a catastrophic failure though, at least relative to some pitting or rough motion in the joint. If a cage can make that outcome impossible, then that's pretty appealing to me at the moment.

I may have to try loose balls just because I have a new toy for installing them. That, in itself, played out interestingly:

1) Order $11 bearing tweezers Sunday night while on the treadmill not noticing the $42 shipping fee. These things must come from Paraguay or something.

2) Contact vendor about cancellation. Too late but they give me $20 off of the shipping. I assume that the tweezers will show up in December sometime.

3) Tweezers show up yesterday like they came from down the street or something.

dedhed

I keep my stock of balls in a pill bottle. open the bottle, put the required amount in the cap of the bottle, dab my finger in the marine bearing grease, touch a ball with my greased finger, it sticks, put in well marine greased race and it stays. Headset - fill lower race with the frame upside down with required # of balls, insert fork in headtube, hold fork in and flip over, repeat process on upper race and install rest of parts on fork.

John Nolan 

Canadian Tire ofen carries them, or:
https://www.bearingscanada.com/Bicyc...lls-s/1879.htm