User blog comment:ImperiexSeed/Supernatural Mysteries/@comment-3481504-20120405014200/@comment-1509826-20120408181949

well its possible that there is another way to open the cage, but as he was to preocupided with the war, he never got anound to using it, so we never learned, as for the horsemans rings, that is most likely.

But don't forget the ring wasn't in Deaths possestion untill half way through the season, so its possible he didn't think this would be a problem, and was unaware afterwards that he had given the ring back to death, assuming the winchesters still had all four.