I was just barely thinking about this while reading this question: Useless cross-guard on a lightsaber?
How many times do lightsabers get cut in half in the Star Wars universe? In the movies - Obi-Wan splits Darth Maul's lightsaber in two, yet there are materials such as Mandalorian iron, which lightsabers can't cut.
Why aren't lightsabers made out of lightsaber-proof materials?
If you don't mind a few "legends" or essentially non-canon answers, here's an explanation:
Due to the weightlessness of plasma and the strong gyroscopic effect generated by it, lightsabers required a great deal of strength and dexterity to wield, and it was extremely difficult—and dangerous—for the untrained to attempt using.
Lightsaber combat was difficult to master for a number of reasons, one of them being that all of the weight a lightsaber had was in its hilt, and the gyroscopic effect caused resistance to changes in motion, or built up momentum so quickly than an untrained wielder could lose control of the weapon.
Basically, the point here is that lightsaber combat could be very difficult due to the fact that all the weight is in the hilt of the lightsaber, not the blade. Hence, making the lightsaber out of Bes'kar would make it incredibly heavy and unwieldy. Thus, combat could be a bit more difficult.
Also, to parrot another answer, Mandalorians and Jedi have a rather bad history, so very few would ever make that exception to work with them.
Because Mandalorian iron smiths do not make anything for people who are not Mandalorian, and also the Mandalorians and the Jedi have a very rocky past. There probably are some made for Mandalorians who became Jedi, but again you really need to be on good terms with the smith. Also there are other materials that resist lightsabers cortosis for example was used in the emperor's saber.
The same reason we don't make guns bulletproof. The intended use of a gun is not to block bullets with them. Lightsaber handles aren't meant for blocking, that's what the blade is for.
Also the above answers about Beskar cover it pretty well. The Mandalorian iron is rare (though probably less so than cortosis) and it apparently gets its toughness in the smelting/refining process. So it would be incredibly hard for a Jedi to find a lightsaber casing made of the material, because Mandalorian smiths wouldn't have wasted the material on things like glow rod casings or whatever household objects could be adapted into lighstaber handles, they would only have been making ships, armor, swords and the like.
Considering that hilts can be made out of wood, there is no reason you wouldn't be able to make a hilt out of Mandalorian iron (AKA beskar) or cortosis or another lightsaber proof material.
Beskar could be employed in the creation of lightsaber hilts in order to made them capable of resisting a blow from an opposing blade [...]
Mandalorian iron was rare throughout the galaxy, as the only known source for the ore was the planet Mandalore and its orbiting moon, Concordia, both located at the heart of Mandalorian space in the Outer Rim.
Since the material is so rare, it's unlikely many Jedi would seek to build their hilts from it under normal circumstances. Jedi train for lightsaber combat, so they'd simply try to train themselves to avoid leaving their hilts open to attack.
As mentioned (and from what I know at least) the primary reasons for not using Mandalorian Iron in the hilt would be its cost and that you need of a Mandalorian Master-Smith to use it well and they didn't share the material or their technique to craft it very openly (basically if you are not a Mandalorian then you couldn't use it in all it's strength).
About what Jason Baker said about the weight, it is said that you can use carbon to forge Mandalorian Iron and make it lighter even than the common steel or Cortosis and Durasteel. But looking other masters, the weight is not that much of a problem as many sabres have big and heavy hilts, if that where an issue, the common hilt would be as thin as possible or comfortable.
In my poor knowledge of Star Wars sabres, the common Jedi or Sith use a very short hilt that don't give much space to cut it unless it was taken or dropped or something like that. Not like Darth Maul that has a big hilt because he used a dual sabre. May be a laminate cover for the hilt would be easy, like reusing a Mandalorian armour as a thin cover so it would be easy to make and protect just what is needed without the Master-Smith
(Please feel free to correct everything in this post as i know my knowledge of the Star Wars universe is not as vast as many others here)
