The criminal unlocks the cage where he is keeping the women and is surprised by Horatio inside the cage, along with the women. This means Horatio picked the lock, told the women to stay in the cage, and had police lock him back inside. It makes for a fun dramatic reveal, but it would be more reasonable to get all of the women out of the cage, out of harms way, and to a hospital where their health can be checked. Then police could stake out the location for when the criminal arrived.