Placing objects with rigidbody settings inside another rigidbody object

I have a game whereby I have sphere object. What I would like to do is to place this inside a cube, so that its movement is restricted to the bounds of the cube; however, when I put the cube into the scene, the ball always appears outside it.

I’ve played with various settings, and have come to the conclusion that this is due to the sphere having a rigidbody (if I remove this, it sits inside the cube fine).

The cube has a box collider, but the mesh renderer is turned off (so it’s transparent). I’m new to unity, and feel I’m missing some fundamental property of the rigidbody concept that would explain this: is it intended behaviour and, if so, is there a way around it (other than just creating a box manually with planes?

Rigid body is just like another collider. As the cube is not hollow, it just ‘pops back out’. It’s a bit like trying to get a tennis ball to stay under water.