Keep in mind that HRE wheels are wider vs. stock (+0.5" F and +1" R). That's why even if they managed to save weight by using stronger material, you get more weight from wider rims.
Nonetheless, having owned HRE P40s myself, I think that HRE focuses more on the aesthetics and durability of the wheels. Weight savings is less of a priority for them.\
If you want to save weight and money, go for Advan RS or RS-D. Very cheap for the amount of weight savings.
E92 M3 DCT