Is the cage PVC? How long have you had it?

Any PVC cage that is glued can have a smell when heated for about 3-5 days or even more depending on factors such as humidity, airflow and temperature. The cure time of the glue is dependent on those factors, and the glue "off-gasses" until fully cured. Once the glue is fully cured, the smell will go away and not be an issue.

PVC itself does have some smell - it off-gasses too if relatively new, moreso when heated, but not much at all, and the smell is usually absorbed by substrate and dissipates with general use.

I have never had a new PVC cage smell as much as a new plastic sweaterbox. I quit using sweaterboxes for permanent housing. I prefer cages (glass, PVC, PP, HDPE). I have some hatchlings in BPA-free food boxes sold at the market, these boxes have no "plastic" odor at all.