Don't know who exactly is giving you your advice, but I'd read around the forums and the internet a bit more for some information.
Some people feed in the cage, some people remove and feed out. Ball pythons are generally pretty good at figuring out if you're food or not though, and I at least have never had any problems feeding in or out with my guy. I go near him and he could care less, but wave a mouse in his vicinity and you'd better have a good long pair of hemostats to go along with it.