DU cheaper to buy, but maybe not to produce end user products like counterweights. I suppose the cost analysis could possibly be skewed by how much government contractors like Boeing and Lockheed actually paid for the stuff! Cessna and Piper use lead.
I know that several if not most top-series NASCAR teams use tungsten for ballast in their race car frames and some still use lead. With what they're spending to go racing for dollars, what's a few hundred bucks for some tungsten ballast weights if it helps them if even only a little?