There are three types of cages for needle bearings. They are:
a: roller riding o roller guided - used predominantly in car and truck gearboxes where they operate for long periods without rotating.
b: OD guided (used in high speed and high g forces applications such as planetray gearboxes, enging crankpins, etc.)
c: ID guided (used in applications where the alternating motion with high acceleration is dominant(such as high speed engine wrist-pins).
The last one is also the type used in shell type bearings (formed raceways such as the HK bearing you have). This is done for several reasons, such as manufacturability, cost and the inability to adequately lubricate the contact between the cage OD and the raceway.
If the shell bearing is properly installed and applied, the cage wear should be virtually non-existent. If the cage is wearing abnormally, then you may want to contact the manufacturer (I believe HK are made by INA) and speak with an applications engineer (they have some good ones).
Not knowing anything about your application I cannot begin to suggest what the problem may be.