The difference in mass, while evident in your hand, does not have much impact as the nuts are so close to the center of rotation and light when compared to the size and mass of the tire and the rim and their distance from the centre of rotation.
This is good marketing though... IMHO..
There are calculations for this but, if you think about the small mass of the nut at a 2” radius and the tire and rim at an 8” radius the tire / rim has by far the biggest effect...
But if you want matching mass lugnuts then it’s your money and your bragging rights over a beer... If the application is a formula 1 car at 180mph then everything is balanced (and they have all nuts identical anyway), but for an ordinary car...