i wouldn't be too concerned about square cross-sections on a U-lock. anything that can bust open an NY-3000 or NYFU lock can bust open a comparable lock with a square cross-section.

with chains, square cross-sections are generally used in security chains that are made to be difficult to cut, but NOT made for lifting or pulling. that's why they cut "normal" chain at the hardware store with a bolt-cutters, but it's harder to find hardened chain by the foot. that said, not all square cross-section chains are equal.