There is no doubt that axles are hardened but they are tempered back to a very tough spring temper for the good ones. A GOOD threading die will cut it but it'll certainly dull the cutting teeth quickly to the point where it may or may not finish this one job. I tried to trim an axle with my hacksaw years back and it took the tooth set right off the blade. And I don't use cheap bulk pack blades either.

Axle threads are very often a non standard thread pitch falling under specialty items. You won't find the die for them at the normal hardware stores even if those stores handle metric tools. You'll need to hit up a specialty machine tool outlet such as KBC or Emco. Not to mention that the good ones cost as much or more than what a new axle would cost.

I've been lucky over the years and only had one axle with damaged threads on one end. I worked around it by just removing the stuff off the other end.