My father made one of these back in the day as part of his apprenticeship examinations. Out of brass. Apparently it was a standard "thing" you had to do for your national diploma in fitting and turning. Something else he made was a flexible moebius strip of interlocking segments that could not be separated, machined out of a solid block of steel.
The old timers were a clever bunch - a deeper connection with physical objects, the stuff they were made of and how they work. We're worse off I think with each passing generation.
This is not that difficult. Time consuming and tedious yes...but it's really just cutting out a set of radii and depths 6 times. I actually teach people how to use a lathe by running them through making one of these.
Gotta say, one side of my was bored out of his mind watching the same thing 6 times in a row using a lathe... but another side of me never ever thought you could make a cube on a lathe, however seeing what was done it then seemed quite obvious. I liked how he filled in with hot glue before the final side, I was thinking that was awfully close to breaking if he cuts that final side.
I had a lathe, gave it to my uncle, as I really never had a use for it (It was my grandfathers) and just took up space on a bench that is better used for tools I actually do use (drill press, chop saw, etc). Part of me does wish I had a larger garage though, because I wouldn't mind a lathe just for doing funny stuff like this