Or maybe you can machine it, but it takes diamond-tipped tools to do it. I bet there are multiple ways to skin this cat.
It occurs to me, though, magnesium is expensive. What if they tried a similar process with aluminum?
Melting it for casting is usually done with a sulfur cap. Management of the gas displacement in casting is a big deal. Brittle. I agree with you that it would be hell on machine tools. Possibly crumbly in a cut, needing fluids to carry away the dust. Non-toxic though. So, pluses and minuses like everything else.