Two things I can think of offhand - there may be a rough spot inside the ring, or maybe you're allergic to the black dye. (Although that tends to be an all-over rash. For what it's worth, the real Cobra cages have a smoother finish.

Yes, I think I'm learning the old saying, "You get what you're paying for.' A cheap cage comes with downsides. Mainly the quality of the product.