They're made of powdered ferrite held together by a resin binder. The resin, like most plastics, deteriorates with age, heat, ozone, etc and becomes brittle. Also the former it screws into can shrink or warp slightly causing binding making it easier to break.

I haven't had to replace one myself on a Mac, but I've had them fall apart on arcade game monitors. The Electrohome G07 width coil is/was still readily available. I haven't looked into whether it would be a suitable replacement for a Mac.