The fish was a symbol for identification. The early Christians were persecuted and had to know who to trust. The cross on the other hand is a cruel deadly instrument to inflict as much shame, pain and humiliation on a poor victim as possible. The Apostles knew about the cross but never wore it. They would have condemned anybody for this heinous jewelry.
http://www.cuf.org/FileDownloads/signofthecross.pdf
Catholics (The original Christians) initially made the "sign of the cross" on themselves. Wearing a cross would have called undue attention to themselves during the time of the persecutions, as mentioned in the article. Further the cross is a reminder that we are linked to Christ through he suffering death and resurrection: Colossians 1:24 Now I rejoice in my sufferings for your sake, and in my flesh I am filling up what is lacking in Christ’s afflictions for the sake of his body, that is, the church,
Additional references: Romans 8:17 Now if we are children, then we are heirs--heirs of God and co-heirs with Christ, if indeed we share in his sufferings in order that we may also share in his glory.
2 Corinthians 1:5 For just as the sufferings of Christ flow over into our lives, so also through Christ our comfort overflows
2 Timothy 1:8 So do not be ashamed to testify about our Lord, or ashamed of me his prisoner. But join with me in suffering for the gospel, by the power of God,