Ok here goes:
- Powdercoating is a cheap, durable finish for protecting steel from corrosion.
- Stainless steel isn't a finish, it's a material.
- Aluminium would not be used for grills for a lot of reasons, would not be powdercoated (what would be the point), and is a lot more expensive than steel!
If one grill was made from normal mild steel and powdercoated, it would most likely be heavier than a similar stainless steel grill without coating. The actual grilles will weigh roughly the same, but the powdercoat will add weight (not sure how much it would be on a grill, but powdercoating can add almost 3/4 pound in weight to a bike frame, for example).
Stainless steel is more expensive both to produce and work with, hence stainless steel products generally cost more than mild steel ones. Advantages of stainless are that it looks nicer (yes it does), and the corrosion resistance is actually an inherent property of the material, not something that can be worn off over time by cricket ball impacts/putting in and out of bags etc.