I recall it looking bright like a neon tube with the glow that neon tubes emit -- also with heavy duty cable going into the neon tube. He swallows the sword on stage so everyone sees the sword go in and out.

I also had no doubt to believe it wasn't a glass neon tube.

Sorry, I meant in the hypothetical case where someone swallows a "neon" tube without any shielding. The metal cage in your case tells me that it was probably legitimate.

Though, what happened to the other end of the wire?

It was plugged into the wall through I'm guessing a high voltage neon transformer.

I have no idea if the cage was grounded or not. I assume it wasn't, which should have been fine if the connection to the tube was outside of his mouth.