Cage...you could spray paint it with some rust-oleum or something...but best thing to do is it wipe it off and air it out when your done playing. But if you paint it, make sure you remove all the junk on it or it'll come back.
Rivets..those eventually rust...and if you painted it or something, it would only be on the outside. Rivets are connected under the footbed too and it would be a huge pain to get everything there. So again, wipe it off, air it out, and maybe pull up the footbed to help drying. And rivets costs like $1 each to get replaced, no biggie.