I think a quick distinction of terms may help: I understand "cage" to mean erect the AH/AI in relation to a provided reference (usually the aircraft's attitude at the time of cage). As Arm OTW said, most AI's will then try to slowly erect to the real verticle anyway.
I understand "set" the AH/AI to mean setting the pitch bar and sky pointer (roll indicator) to what ever you desire.
In the UH-60 we left it alone. In the UH-1H we ensured the sky pointer was good before lift off, then set 5 degrees nose up in an in to wind hover prior to take off. I believe "caging" the indicator at any time other than on the ground is frought with complications. Also, as the CofG can change considerably in flight (especially in UH-1 type rotor heads) you simply adopted an attitude that worked, and adjusted it according to CofG during the flight. Continually setting the indicator resulted in a lot of inaccurate flying. My two cents.
Lu,
The average time in cloud for a non instrument rated pilot before becomming spatially disorientated was less than 125 seconds. The average time to hit the ground and by the farm was 178 seconds.
This was from fixed wing at altitudes below 10,000. My guess is trying to hover (as opposed to doing inadvertant IMC drill) at tree tops with no visual reference and with no auto hover system - the average time to spear in would be 20 secs or less, with or without an instrument rated pilot at the controls. I reckon if you lasted any longer than a minute you would be a guru (or BS artist).