mild steel vs. chrome moly

Moly cages are lighter due to the metal being thinner. A moly cage is said to be more brittle. A fabricator buddy told me that if you use moly for a cage better make sure there is 0 flex in it. If moly flex's it has a tendency to shatter. He also told me they will get "work hardened" to a point where it will become unsafe. When he was doing truck work moly cages were close to 3 times the expense of a mild steel one....the metal itself is very pricey and then it needs to be tig welded. Unless you are building something that every .001 matters...and can afford a new cage down the road I would suggest staying away from moly...