If it is done right it is fine with a stick welder, but it is much harder for your average hobby welder to do it right. That being said there are plenty of crappy mig welded cages as well.

Sure I would trust a pipeline welder to weld a cage using 7018s and his lincoln 300d. Plus if you are going to use a DC stick welder you might as well get a scratch start tig rig and tig weld it.