Chastity and orgasm denial discussion

A three-part preface: There is an old joke; Masochist: “Hurt me.” Sadist: “No.”

And then there are a few of us who “God as my witness, I thought turkeys could fly!”

I received my first device on Tuesday, a Birdlocked Neo. I shared a photo in the chastity subreddit on Reddit and was told that mine was too large. Things unfolded from there, leading me to pose my question.

Why did I assume that “Turtling” of the penis was normal? Moreover, why is this hardly ever discussed? If my penis tends to turtle more often than not, what are my real options for being locked up? Which ones are actually affordable?