Carl, if you read Col. Biemick's books, he very accurately describes "British Cast Iron" as being denser than US or CS iron (see, for example chapter 9 page 388). So, shot can vary in density and one 32pdr may be denser than another 32pdr.
We also know that after the Civil War, steel was used in some shot such as post war 15" rounds, making them heavier even though they were visually identical to Civil War era ones. Much of the Civil War era coastal artillery cannon continued to be used for decades after the war.
I think that steel was more expensive and cast iron could be hardened by chilling. Also, the melting point for steel is roughly 25% higher than it is for cast iron.
And a very select few Civil War US manufactured cannon were indeed made of steel.