You aren't crazy, at least about this! You can, in some cases, hear slight differences in the tone on the strings from saddles made of different metals. But it's not from the density of the metal, or resonance down through metal, or anything like that. It's from the hardness of the metal right at at the fulcrum edge where the string contacts.
A harder metal, if cut correctly, will make a sharper edge for the string to rest on. The hardest metals, like steel, will bring out a little bit of extra ring at the very high end. Softer metals, like brass or especially aluminum, will dull out that high end ring.
It's not a dramatic difference, just a subtle amount of tingle at the top. And you'll mostly hear it with bright roundwounds and bright clear pickups. On a naturally wooly bass, you won't notice the difference.
Chrome plating, with the nickel base under it, is a hard coating. If the brass saddle is cut correctly to a sharp edge, chrome plating it hardens the edge and keeps it sharp. You are hearing the difference between a hardened knife edge and a soft metal knife edge.