A chain of the same size is harder to cut than its cable equivalent.

It follows that a solid rod of the same diameter is harder to cut than its cable equivalent. This is because there is no shear transfer between the individual strands, and that the cable decreases in cross section and conforms to the shape of the cutting blades.

Only if you get a massive cable, ie, one of those 7-wire strands used for prestressed concrete, could you start to get the level of protection from a U-lock. Trouble is that it's really hard to bend prestressing strands, lol.