Are yours also steel? The old ones were aluminum. I weighed mine (aluminum) before putting them on. With the hardware, they were 2.4 lb. The new steel ones on the web site state 4 lb, and that makes sense to me. Aluminum is about a third the density of steel, but it looks like the steel ones are thinner, so if they are 2/3 as thick, the volume of the steel ones is 2/3 of the aluminum ones. Since weight is volume times density, 3 x 2/3 is 2, so the steel ones should be about twice the weight of the aluminum ones. I'm not a fan of the change to steel. It's unnecessary weight.
The pictures on the web site don't show countersunk holes (and countersinking steel is more time-consuming), so you'll probably have to do that yourself. However, if they decided to stop including hardware, that's a shitty deal. I'd contact them. I'm guessing they forgot to send them - I've had missing parts or mis-made parts on two or three of my Savvy orders.
No, powder coating doesn't affect the heat treatment - the temp in the curing oven is well below the solution heat treatment temperature that is used in the heat treatment process for aluminum. I've seen a lot of negativity regarding powder coating components, but I like it and have used it on cars, trucks, motorcycles, and snowmobiles for years. My Savvy bumper is powder coated, and I have matching rattle can paint to spray boo-boos.
Whether you paint or powder-coat, prep is crucial. The oxide layer that forms on aluminum is hard to bond to. The bumper needs to be vigorously scuffed, then cleaned and degreased immediately before paint or powder is applied. Due diligence is required when vetting a powder coater...