. . . You mentioned case hardened and I've seen that term used to describe these security chains, what does case hardened actually mean?
Materials that are very hard, are typically very brittle as well. Case hardening is a heat treatment process that hardens the outside surface to impart cut or wear resistance, while leaving the inside of the piece relatively ductile.
It is often used on things like the teeth of a gear. In that case, you want the surface to resist wear, but you don't want the entire tooth to be brittle or it may break off. Also common on locks and such, where the hardened outside surface is resistant to hack saws, while the relatively ductile core keeps a thief from just smashing it with a hammer.