From the secondhand experience of my friends, using DNA nanocages to delivery anything other than really simple cargo hasn't worked very well (all in vitro). Which is good enough, if that's all you want to deliver.

They're really interesting though.

Why would the type of cargo matter? If it can deliver simple cargo, can't you stick any type of molecules inside as long as they don't damage the cage?

"Hold them in place" is a bit misleading. The molecules in most nanocages generally still react with the nanocage through specifically designed binding sites that actually hold it in place. This means a nanocage is hard to design for nontrivial molecules like folded proteins and it's usually not a perfect cage that completely envelops the target. A lot of stuff is still bound to react with the nanocage and the material inside until it can reach its destination and the cage unfolds.