Well, no, it is possible to make male chastity inescapable - there are cage designs that make removing the cage impossible. Cages that have a urethral insert that goes past the base ring are physically impossible to remove by pulling the penis back, but require regular desinfection and expose the wearer to an increased risk of UTIs.
There are chastity belts for males that are just as secure as female belts.
Prince Albert piercings are the most secure way of securing the penis in chastity but they come with many drawbacks. Same for Appandravaya and similar penis piercings.
Something I haven't tested yet is the Vice - a cage with rough grip pads either side of the penis which claim to make pulling out impossible after over 2 days of constant wear.
But you are right @Renita that most male chastity cage designs require the wearer to not try to remove the cage too hard or he will succeed.