The grates in coal stoves are designed for coal so that's really irrelevant, as long as you don't over fire it they should last for the lifetime of the stove. Burning coal in a stove made for wood for example will damage them almost overnight.
As for the "skin" i guess that depends on the model you are looking at but the newer ones are quite efficient at dispersing the heat. Stack temps are fairly low so you're losing very little out the chimney.
To tell you the truth that is probably a myth about cast iron, it may hold the heat better but it also requires more energy to store that heat. Steel is just faster to disburse it... but I could be wrong, that's just an educated guess. I'm sure someone will correct me if I'm wrong.