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But the density does change. That's the whole point! Read the Nature article.
The reason the densities of your quoted steels are in a narrow range is simply because the other metals its alloyed with have similar density (chromium, nickel, etc). The steel in question is alloyed with aluminium - steel's density is 8g/cm3, alu's is 2.5g/cm3. Presumably the interest from the auto and steel industries informs us that the density change is significant.
Your other comments regarding strength... I can't really be bothered to get into it, but there's no such thing as a 'normal' definition of strength. There are probably a dozen common attributes which could be referred to as strength, and probably a dozen more esoteric ones that neither of us could define; your point is just too generalised to be applicable or meaningful for every single chain link, sprocket, bearing, axle, bolt, or even frame. We'll just have to agree to disagree on this one.
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But the density does change
I thought we were still talking about Flash Bainite, which is heat treated ordinary steel.
If you actually read all the way to the bottom of the nature article about the Al-containing alloy we were discussing earlier, you'll find that the density is about 6.8, usefully lower than ordinary steel if you're a car maker and you can directly substitute in the same section thickness as you could knock over 100kg off the vehicle weight for every tonne substituted, but not exactly a game changer for bicycles. The few bicycles where weight is a primary concern typically contain less than 1kg total steel, and as that is all in the chain, spokes, wires, fasteners and bearings, none of which is likely to be a targets for a low density alloy steel, I can't the bicycle industry taking any interest.
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steel's density is 8g/cm3, alu's is 2.5g/cm3
I hope you're not suggesting that you can guess the density of an alloy from the composition :-) The density of the 15% Al steel under discussion actually comes out a bit lower than the figure you'd get from simply guessing that the total volume of the alloy would be the total volume of the unalloyed components.
Only if the density changes. We're talking about steel here, for most purposes we can treat the density as invariant for all steels, nearly all of them are between 7.7 and 7.9 and even an exotic alloy like AL6XN which is <50% Fe is only 8.1