I'm into bodybuilding and this has been an ongoing issue for us.
Its no more uncomfortable when I'm training than it is any other time, the issue is actually discretion.
My cage is kind obvious through my shorts sometimes. The worst time is on the bench press, in fact I just cant bench at all with it on at all, you can totally a giant artificial bulge sticking up towards the roof and I just would never try and bench with it. Your stuck having to use the seated machine press and cables ect.
So on chest day we'd be stuffing around with me trying to race home in the morning before Bunny had to leave for work so she could cage me for the day. I'd have to miss part of my training a lot of the time, or other times I was late and it would cause all kinds of conflict and stress.
Its actually another reason I got a frenum piercing yesterday. I'm hoping it provides better options for this situation.