Controlling coherent interaction between optical fields and quantum systems in scalable, integrated platforms is essential for quantum technologies. Miniaturised, warm alkali-vapour cells integrated with on-chip photonic devices represent an attractive system, in particular for delay or storage of a single-photon quantum state. Hollow-core fibres or planar waveguides are widely used to confine light over long distances enhancing light-matter interaction in atomic-vapour cells. However, they suffer from inefficient filling times, enhanced dephasing for atoms near the surfaces, and limited light-matter overlap. We report here on the observation of modified electromagnetically induced transparency for a non-diffractive beam of light in an on-chip, laterally-accessible hollow-core light cage. Atomic layer deposition of an alumina nanofilm onto the light-cage structure was utilised to precisely tune the high-transmission spectral region of the light-cage mode to the operation wavelength of the atomic transition, while additionally protecting the polymer against the corrosive alkali vapour. The experiments show strong, coherent light-matter coupling over lengths substantially exceeding the Rayleigh range. Additionally, the stable non-degrading performance and extreme versatility of the light cage provide an excellent basis for a manifold of quantum-storage and quantum-nonlinear applications, highlighting it as a compelling candidate for all-on-chip, integrable, low-cost, vapour-based photon delay.