I think the one with wire can take more surge. I think it ends up being looser, especially when its over heating hard. I think this means it can maybe deform instead of ripping. If its molded in there, it might get yanked apart by well anchored sections during spot heating, but if its wound, it might like delaminate and spread the stress along the coil.
I put air wound steel coils under heavy over load, and its weird what happens when they get hot, they seem to contract in places, expand in others, and bend in odd directions. But this was with DC. I don't know what a big RF energy pulse would do. Probably weird. probobly as soon as something starts necking, that area of the coil would go crazy. Not sure what copper would do, especially if its annealed.
But at this point you would have a really messed up inductor, but it might still kind of work lol.
I have seen inductors bubble up too, smt ones, when they get over loaded, you get a bump in the middle (tries to turn into a sphere I guess, or its maybe a air bubble, i don't know )