Crane wire rope (the correct name is wire rope, not cable) are definitely greasy, trust me. They are made of steel and if bare steel gets wet, it corrodes very quickly. The grease is a light coating of a of both a penetrant and a protective grease. It's not caked on, but it's there.
And I'm not talking about a frayed cable. It's more like you'll see little barbs because of the way the wire rope is manufactured. You basically have a series of individual strands that are wrapped in a specific pattern, then those cables get woven into the wire rope. There are hundreds of individual strands that give you redundancy. It is not uncommon for individual stands to break from time to time and form a barb.
http://www.wirerope.com/cranes.php