I'm not questioning the durability of Rolex; rather whether there are other watches that are equally strong.
On perception, Rolex's advertising is almost entirely oriented toward toughness (although usually subtly so), which gives it an advantage. A company that seeks to reach more disparate constituencies cannot promote such a unified message. Also, Rolex's size and the sheer volume of its advertising will affect perception.
That being said, Rolex does some things right that other companies generally do not do. First, instead of taking relatively fragile movements and relying on highly protective cases, it simply makes tough movements. Second, while it certainly uses high tech manufacturing, it makes a lot of functional decisions that reduce its reliance on extremely tight tolerances: free-sprung balances, Breguet balance springs, balance bridge instead of balance cock, etc. The result is movements that (I believe) can work well even if not in the peak of perfect condition. Other companies don't seem to be able to match this: many other movements seem to rely on everything's being in perfect condition to function.
With a tough movement, the need for other accommodations such as shock-absorbing movement mountings may not be needed, which reduces the number of things that can go wrong. Of course, those mountings are not made of metal and are likely to degrade more quickly than other parts of the case.
I question whether Rolex cases are more protective than others. Obviously they are well made, and features like raised sapphire crystals and screw-down crowns are protective, but when it comes to water resistance the issue is not the metal, it's the seals. Does Rolex have a unique gasket material? Has it come up with designs that maximize the effect of the seals? If not, other high-quality watches should be every bit as good with respect to the "ski to sauna" test. I don't know how to evaluate that, but I would appreciate insight.